Contact
How to shop
Delivery
Shopping guide
Applied Stochastic Differential Equations
English
136 b
Customers also purchased
/
Paperback
26.58
€
51.98 лв
/
Paperback
62.28
€
121.81 лв
/
Paperback
14.87
€
29.08 лв
/
Paperback
13.88
€
27.15 лв
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Ito calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Adobe ePub DRM
11.76
€
23.00 лв
/
Adobe ePub DRM
79.64
€
155.76 лв
/
Paperback
7.51
€
14.69 лв
/
Calendar
18.86
€
36.88 лв
/
Paperback
14.87
€
29.08 лв
