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Image of - Stochastic Differential Equations For Science And Engineering | Hardcover
Stochastic Differential Equations For Science And Engineering | Hardcover

Stochastic Differential Equations For Science And Engineering | Hardcover

by Thygesen U.H.

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features:Contains numerous exercises, examples, and applicationsSuitable for science and engineering students at Masters or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examplesGitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools

Highlights

  • binding-icon

    9781032232171

    ISBN:

  • binding-icon

    Thygesen U.H.

    Author:

  • binding-icon

    366

    Pages:

  • binding-icon

    215 gm

    Weight:

  • langauage-icon

    English

    Language:

  • date-icon

    2023

    Year:

  • edition-icon

    1st Edition

    Edition:

  • binding-icon

    Hardcover

    Binding:

₹9409

₹11761

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features:Contains numerous exercises, examples, and applicationsSuitable for science and engineering students at Masters or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examplesGitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools

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