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From elementary probability to stochastic differential equations / Sasha Cyganowski ; Peter E. Kloeden ; Jerzy Ombach

Public ISBD Titre : From elementary probability to stochastic differential equations : with MAPLE Type de document : texte imprimé Auteurs : Sasha Cyganowski, Auteur ; Peter E. Kloeden, Auteur ; Jerzy Ombach, Auteur Editeur : Berlin : Springer Année de publication : 2002 Collection : Universitext, ISSN 0172-5939 Importance : XVI-310 p. Format : 24 cm ISBN/ISSN/EAN : 978-3-540-42666-0 Note générale : Bibliogr. p. [305]-306. Index Langues : Anglais (eng) Mots-clés : Maple  (Computer  file) Probabilities Stochastic  differential  equations Maple  (logiciel) Équations  différentielles  stochastiques Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations. Note de contenu : Contents *Probality basics *Measures and Integral *Randon Variables and Distributions *Parameters of Probability distributions *A Tour of Important Distributions *Numerical Simulations and Statistical Inference *Stochastic Processes *Stochastic Calculus *Stochastic Differential Equations *Numerical Methods for SDEs From elementary probability to stochastic differential equations : with MAPLE [texte imprimé] / Sasha Cyganowski, Auteur ; Peter E. Kloeden, Auteur ; Jerzy Ombach, Auteur . - Springer, 2002 . - XVI-310 p. ; 24 cm. - (Universitext, ISSN 0172-5939) . ISBN : 978-3-540-42666-0 Bibliogr. p. [305]-306. Index Langues : Anglais (eng) Mots-clés : Maple  (Computer  file) Probabilities Stochastic  differential  equations Maple  (logiciel) Équations  différentielles  stochastiques Index. décimale : 519.21 Théorie des probabilités.Processus stochastiques Résumé : The authors provide a fast introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. The book is based on measure theory which is introduced as smoothly as possible. It is intended for advanced undergraduate students or graduates, not necessarily in mathematics, providing an overview and intuitive background for more advanced studies as well as some practical skills in the use of MAPLE in the context of probability and its applications. As prerequisites the authors assume a familiarity with basic calculus and linear algebra, as well as with elementary ordinary differential equations and, in the final chapter, simple numerical methods for such ODEs. Although statistics is not systematically treated, they introduce statistical concepts such as sampling, estimators, hypothesis testing, confidence intervals, significance levels and p-values and use them in a large number of examples, problems and simulations. Note de contenu : Contents *Probality basics *Measures and Integral *Randon Variables and Distributions *Parameters of Probability distributions *A Tour of Important Distributions *Numerical Simulations and Statistical Inference *Stochastic Processes *Stochastic Calculus *Stochastic Differential Equations *Numerical Methods for SDEs

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Code-barres	Cote	Support	Localisation	Section	Disponibilité	Etat_Exemplaire
047731	519.21 CYG	Papier	Bibliothèque Centrale	Génie Civil	Disponible