Stochastic Differential Equations For Science And Engineering

The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises.

• | Author: Uffe Høgsbro Thygesen
• | Publisher: Chapman And Hall/Crc
• | Publication Date: Jun 15, 2023
• | Number of Pages: 380 pages
• | Language: English
• | Binding: Hardcover
• | ISBN-10: 103223217X
• | ISBN-13: 9781032232171