ISBN: 9781316649466 - applied stochastic differential equations (institute of mathematical statistics textbooks, 10, band 10) (6 Ergebnisse)

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Paperback. Zustand: New. 1. The item is brand new, never used or read. It's in perfect condition and may include supplements and/or access codes or come shrink-wrapped.

Zustand: New. In English.

Zustand: New. 2019. Paperback. . . . . . Books ship from the US and Ireland.

Paperback. Zustand: Brand New. 300 pages. 9.25x6.25x1.00 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-driven derivations and computational assignments. MATLAB/Octave source code is available for download, promoting hands-on work with the methods.…