Stochastic Differential Equations in Science and Engineering

Stochastic Differential Equations in Science and Engineering

eBook - 2006
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Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. A century ago the discovery of Brownian motion showed that nature need not be deterministic. However, it is only recently that there has been broad interest in nondeterministic and even chaotic systems, not only in physics but in ecology and economics. On a short term basis, the stock market is nondeterministic and often chaotic. Despite its significance, there are few books available that introduce the reader to modern ideas in stochastic systems. This book provides an introduction to this increasingly important field and includes a number of interesting applications.
Publisher: New Jersey : World Scientific, 2006
ISBN: 9781281379054
Characteristics: 1 online resource (xxiii, 215 pages) : illustrations
Additional Contributors: Plaschko, Peter 1941-


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