Mircea Dan Grigoriu
Abstract
Introduction * Probability Theory * Stochastic Processes * Ito's Formula and Stochastic Differential Equations * Monte Carlo Simulation * Deterministic System and Input * Deterministic System and Stochastic Input * Stochastic System and Deterministic Input * Stochastic System and Stochastic Input * Bibliography * Index
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Introduction * Probability Theory * Stochastic Processes * Ito's Formula and Stochastic Differential Equations * Monte Carlo Simulation * Deterministic System and Input * Deterministic System and Stochastic Input * Stochastic System and Deterministic Input * Stochastic System and Stochastic Input * Bibliography * Index
Key concepts: Continuous-time stochastic process, Stochastic calculus, Stochastic differential equation, Stochastic optimization, Quantum stochastic calculus, Stochastic process, Stochastic modelling, Applied mathematics