Applied Stochastic Differential Equations
Applied Stochastic Differential Equations Stochastic differential equations are differential equations whose solutions are stochastic processes. This book is motivated by applications of stochastic…
Specifikacia Applied Stochastic Differential Equations
Applied Stochastic Differential Equations
Stochastic differential equations are differential equations whose solutions are stochastic processes. 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. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines.
Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of It calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. The book's practical approach assumes only prior understanding of ordinary
Ordinary Differential Equations