Stochastic World

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

List of contents

Random Events.- Stochastic Equations.- Mean Values.- Probabilities.- Stochastic Integrals.- Systems of Equations.- Stochastic Nature.- Stochastic Society.- Computer Modeling.

Summary

This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory.  A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Product details

• Authors: Sergey S Stepanov, Sergey S. Stepanov
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.2015
• EAN: 9783319033617
• ISBN: 978-3-31-903361-7
• No. of pages: 339
• Dimensions: 155 mm x 19 mm x 235 mm
• Weight: 534 g
• Illustrations: IX, 339 p.
• Series: Mathematical Engineering; Mathematical Engineering
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; B, Statistics, Physics, Mathematics and Statistics, Social research & statistics, Statistics for Social Sciences, Humanities, Law, Mathematics of Computing, Probability Theory and Stochastic Processes, Mathematical physics, Probability & statistics, Numerical analysis, Probabilities, Stochastics, Probability Theory, Mathematical theory of computation, Mathematical Methods in Physics, Numeric Computing