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An Introduction to Stochastic Dynamics
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An Introduction to Stochastic Dynamics
随机动力系统导论(英文版)
Language:  Chinese
Author:  Jinqiao-Duan
Pub. Date:  2015-04 Weight:   kg ISBN:  9787030438577
Format:  Hardcover Pages:  300
Subject:  Sciences > System Theory
Series:   Size:  185mm×260mm
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随机动力系统是一个入门较难的新兴领域。本书是这个领域的一个较为通俗易懂的引论。在本书的第一部分,作者从简单的随机动力系统实际例子出发,引导读者回顾概率论和白噪声的基本知识,深入浅出地介绍随机微积分,然后自然地展开随机微分方程的讨论。






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