[request_ebook] Stochastic Differential Equations in Science And Engineering
Author: Douglas Henderson, Peter Plaschko
Date: Aug 2006
ISBN: 9812562966
Pages: 240
Language: English
Publisher: World Scientific Publishing Company
Category: Technical
Tag: Science/Engineering
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352 views since 2007-12-04, updated at 2008-01-08, by ypchen.
Description
Traditionally, non-quantum physics has been concerned with deterministic equations where the dynamics of the system are completely determined by initial conditions. The discovery of Brownian motion showed that nature need not be deterministic. This book provides an introduction to this field and includes a number of applications.
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