Stochastic systems : Uncertainty Quantification and...

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Mathematics - Probability
Stochastic systems : Uncertainty...

Stochastic systems : Uncertainty Quantification and Propagation

Name: Stochastic systems : Uncertainty Quantification and Propagation
ISBN: 9781447123279

Mircea Grigoriu

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Introduction -- Essentials of Probability Theory -- Random Functions -- Stochastic Integrals -- Itô's Formula and Applications -- Probabilistic Models -- Stochastic Ordinary Differential and Difference Equations -- Stochastic Algebraic Equations -- Stochastic Partial Differential Equations

Categories:

Mathematics - Probability

Year:

2012

Publisher:

Springer

Language:

english

Pages:

534

ISBN 10:

1447123271