Stochastic calculus: applications in science and engineering
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Birkhäuser
2002
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XII, 774 S. graph. Darst. |
| ISBN: | 0817642420 3764342420 |
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| 100 | 1 | |a Grigoriu, Mircea |e Verfasser |0 (DE-588)124273696 |4 aut | |
| 245 | 1 | 0 | |a Stochastic calculus |b applications in science and engineering |c Mircea Grigoriu |
| 264 | 1 | |a Boston [u.a.] |b Birkhäuser |c 2002 | |
| 300 | |a XII, 774 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 7 | |a Análise estocástica |2 larpcal | |
| 650 | 7 | |a Engenharia |2 larpcal | |
| 650 | 7 | |a Processos estocásticos (aplicações) |2 larpcal | |
| 650 | 4 | |a Stochastic analysis | |
| 650 | 0 | 7 | |a Stochastische Analysis |0 (DE-588)4132272-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische Analysis |0 (DE-588)4132272-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009890665&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009890665 | |
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| _version_ | 1808045279593627648 |
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| adam_text |
CONTENTS
1
INTRODUCTION
1
2
PROBABILITY
THEORY
5
2.1
INTRODUCTION
.
5
2.2
PROBABILITY
SPACE
.
5
2.2.1
SAMPLE
SPACE
.
5
2.2.2
TR-FIELD
.
6
2.2.3
PROBABILITY
MEASURE
.
8
2.3
CONSTRUCTION
OF
PROBABILITY
SPACES
.
12
2.3.1
COUNTABLE
SAMPLE
SPACE
.
13
2.3.2
PRODUCT
PROBABILITY
SPACE
.
13
2.3.3
EXTENSION
OF
PROBABILITY
MEASURE
.
16
2.3.4
CONDITIONAL
PROBABILITY
.
16
2.3.5
SEQUENCE
OF
SETS
.
18
2.3.6
SEQUENCE
OF
EVENTS
.
20
2.4
MEASURABLE
FUNCTIONS
.
21
2.4.1
PROPERTIES
.
22
2.4.2
DEFINITION
OF
RANDOM
VARIABLE
.
22
2.4.3
MEASURABLE
TRANSFORMATIONS
.
24
2.5
INTEGRATION
AND
EXPECTATION
.
26
2.5.1
EXPECTATION
OPERATOR
.
28
2.5.1.1
FINITE-VALUED
SIMPLE
RANDOM
VARIABLES
.
28
2.5.1.2
POSITIVE
RANDOM
VARIABLES
.
29
2.5.1.3
ARBITRARY
RANDOM
VARIABLES
.
29
2.5.2
PROPERTIES
OF
INTEGRALS
OF
RANDOM
VARIABLES
.
30
2.5.2.1
FINITE
NUMBER
OF
RANDOM
VARIABLES
.
30
2.5.2.2
SEQUENCE
OF
RANDOM
VARIABLES
.
32
2.5.2.3
EXPECTATION
.
33
2.6
THE
L
Q
(Q
,
T
7
,
P)
SPACE
.
34
2.7
INDEPENDENCE
.
36
2.7.1
INDEPENDENCE
OF
CR-FIELDS
.
36
2.7.2
INDEPENDENCE
OF
EVENTS
.
36
VI
CONTENTS
2.7.3
INDEPENDENCE
OF
RANDOM
VARIABLES
.
38
2.8
THE
FUBINI
THEOREM
.
39
2.9
RADON-NIKODYM
DERIVATIVE
.
41
2.10
RANDOM
VARIABLES
.
42
2.10.1
DISTRIBUTION
FUNCTION
.
43
2.10.2
DENSITY
FUNCTION
.
45
2.10.3
CHARACTERISTIC
FUNCTION
.
47
2.10.3.1
PROPERTIES
.
47
2.10.3.2
INFINITELY
DIVISIBLE
CHARACTERISTIC
FUNCTION
.
.
52
2.10.3.3
A-STABLE
RANDOM
VARIABLE
.
57
2.11
RANDOM
VECTORS
.
58
2.11.1
JOINT
DISTRIBUTION
AND
DENSITY
FUNCTIONS
.
59
2.11.2
INDEPENDENCE
.
61
2.11.3
CHARACTERISTIC
FUNCTION
.
62
2.11.4
MOMENTS
.
64
2.11.5
GAUSSIAN
VECTOR
.
65
2.12
USEFUL
INEQUALITIES
.
68
2.13
CONVERGENCE
OF
RANDOM
VARIABLES
.
70
2.14
RANDOM
WALK
.
75
2.15
FILTRATION
.
78
2.16
STOPPING
TIME
.
78
2.17
CONDITIONAL
EXPECTATION
.
82
2.17.1
A-FIELD
GENERATED
BY
A
COUNTABLE
PARTITION
OF
S2
.
84
2.17.2
GENERAL
CT-FIELD
.
87
2.18
MARTINGALES
.
92
2.18.1
PROPERTIES
.
94
2.18.2
STOPPED
MARTINGALES
.
96
2.18.3
INEQUALITIES
.
98
2.19
PROBLEMS
.
99
3
STOCHASTIC
PROCESSES
103
3.1
INTRODUCTION
.
103
3.2
DEFINITIONS
.
104
3.3
CONTINUITY
.
110
3.4
STOPPING
TIMES
.
114
3.5
FINITE
DIMENSIONAL
DISTRIBUTIONS
AND
DENSITIES
.
117
3.6
CLASSES
OF
STOCHASTIC
PROCESSES
.
119
3.6.1
STATIONARY
PROCESSES
.
119
3.6.2
ERGODIC
PROCESSES
.
120
3.6.3
MARKOV
PROCESSES
.
120
3.6.4
INDEPENDENT
INCREMENT
PROCESSES
.
122
3.6.5
GAUSSIAN
PROCESSES
.
124
3.6.6
TRANSLATION
PROCESSES
.
125
3.6.7
MIXTURE
OF
TRANSLATION
PROCESSES
.
126
CONTENTS
VII
3.7
SECOND
MOMENT
PROPERTIES
.
127
3.7.1
PROPERTIES
OF
THE
CORRELATION
FUNCTION
.
130
3.7.2
POWER
SPECTRAL
DENSITY
.
(
.
132
3.7.2.1
BOCHNER
'
S
THEOREM
.
.
.
132
3.7.2.2
R-VALUED
STOCHASTIC
PROCESSES
.
132
3.7.2.3
C-VALUED
STOCHASTIC
PROCESSES
.
134
3.7.2.4
R
D
-VALUED
STOCHASTIC
PROCESSES
.
135
3.8
EQUIVALENT
STOCHASTIC
PROCESSES
.
137
3.9
SECOND
MOMENT
CALCULUS
.
139
3.9.1
CONTINUITY
.
141
3.9.2
DIFFERENTIATION
.
142
3.9.3
INTEGRATION
.
145
3.9.3.1
VARIATION
FUNCTIONS
.
146
3.9.3.2
CONDITIONS
OF
EXISTENCE
.
149
3.9.3.3
PROPERTIES
FOR
CALCULATIONS
.
151
3.9.4
SPECTRAL
REPRESENTATION
.
153
3.9.4.1
C-AND
R-VALUED
STOCHASTIC
PROCESSES
.
154
3.9.4.2
R
J
-VALUED
STOCHASTIC
PROCESSES
.
157
3.9.4.3
RANDOM
FIELDS
.
158
3.9.4.4
KARHUNEN-LO^VE
REPRESENTATION
.
161
3.10
EXTREMES
OF
STOCHASTIC
PROCESSES
.
165
3.10.1
MEAN
CROSSING
RATE
.
165
3.10.2
FIRST
PASSAGE
TIME
DENSITY
.
168
3.11
MARTINGALES
.
169
3.11.1
PROPERTIES
.
173
3.11.2
STOPPED
MARTINGALES
.
175
3.11.3
INEQUALITIES
.
176
3.11.4
QUADRATIC
VARIATION
AND
COVARIATION
PROCESSES
.
179
3.12
POISSON
PROCESSES
.
182
3.13
BROWNIAN
MOTION
PROCESS
.
186
3.14
LEVY
PROCESSES
.
189
3.14.1
PROPERTIES
.
191
3.14.2
THE
L6VY
DECOMPOSITION
.
193
3.15
PROBLEMS
.
201
4
ITO
'
S
FORMULA
AND
STOCHASTIC
DIFFERENTIAL
EQUATIONS
205
4.1
INTRODUCTION
.
205
4.2
RIEMANN-STIELTJES
INTEGRALS
.
206
4.3
PRELIMINARIES
ON
STOCHASTIC
INTEGRALS
.
208
4.4
STOCHASTIC
INTEGRALS
.
216
4.4.1
SEMIMARTINGALES
.217
4.4.2
SIMPLE
PREDICTABLE
INTEGRANDS
.
221
4.4.3
ADAPTED
CAGM
INTEGRANDS
.
223
4.4.4
PROPERTIES
OF
STOCHASTIC
INTEGRALS
.
224
VIII
CONTENTS
4.5
QUADRATIC
VARIATION
AND
COVARIATION
.
228
4.5.1
DEFINITION
.
228
4.5.2
PROPERTIES
.
229
4.5.3
STOCHASTIC
INTEGRALS
AND
COVARIATION
PROCESSES
.
234
4.6
IT6
'
S
FORMULA
.
237
4.6.1
ONE-DIMENSIONAL
CASE
.
238
4.6.2
MULTI-DIMENSIONAL
CASE
.
247
4.6.3
FISK-STRATONOVICH
'
S
INTEGRAL
.
249
4.7
STOCHASTIC
DIFFERENTIAL
EQUATIONS
.
253
4.7.1
BROWNIAN
MOTION
INPUT
.
256
4.7.1.1
EXISTENCE
AND
UNIQUENESS
OF
A
SOLUTION
.
258
4.7.1.2
PROPERTIES
OF
DIFFUSION
PROCESSES
.
262
4.7.1.3
MOMENTS
AND
OTHER
PROPERTIES
OF
DIFFUSION
PROCESSES
.
267
4.7.2
SEMIMARTINGALE
INPUT
.
271
4.7.3
NUMERICAL
SOLUTIONS
.
275
4.7.3.1
DEFINITIONS
.
276
4.7.3.2
EULER
AND
MILSTEIN
NUMERICAL
SOLUTIONS
.
277
4.8
PROBLEMS
.
284
5
MONTE
CARLO
SIMULATION
287
5.1
INTRODUCTION
.
287
5.2
RANDOM
VARIABLES
.
288
5.2.1
GAUSSIAN
VARIABLES
.
288
5.2.2
NON-GAUSSIAN
VARIABLES
.
289
5.3
STOCHASTIC
PROCESSES
AND
RANDOM
FIELDS
.
293
5.3.1
STATIONARY
GAUSSIAN
PROCESSES
AND
FIELDS
.293
5.3.1.1
SPECTRAL
REPRESENTATION.
STOCHASTIC
PROCESSES
.
.
293
5.3.1.2
SPECTRAL
REPRESENTATION.
RANDOM
FIELDS
.
299
5.3.1.3
SAMPLING
THEOREM.
STOCHASTIC
PROCESSES
.
304
5.3.1.4
SAMPLING
THEOREM.
RANDOM
FIELDS
.
309
5.3.2
NON-STATIONARY
GAUSSIAN
PROCESSES
AND
FIELDS
.
310
5.3.2.1
LINEAR
DIFFERENTIAL
EQUATIONS
.
310
5.3.2.2
FOURIER
SERIES.
STOCHASTIC
PROCESSES
.
312
5.3.2.3
FOURIER
SERIES.
RANDOM
FIELDS
.
315
5.3.3
NON-GAUSSIAN
PROCESSES
AND
FIELDS
.
316
5.3.3.1
MEMORYLESS
TRANSFORMATIONS
.
316
5.3.3.2
TRANSFORMATIONS
WITH
MEMORY
.
320
5.3.3.3
POINT
AND
RELATED
PROCESSES
.
325
5.4
IMPROVED
MONTE
CARLO
SIMULATION
.
329
5.4.1
TIME
CHANGE
.
330
5.4.2
MEASURE
CHANGE
.334
5.4.2.1
TIME
INVARIANT
PROBLEMS
.
334
5.4.2.2
TIME
VARIANT
PROBLEMS
.
337
CONTENTS
IX
5.5
PROBLEMS
.
341
6
DETERMINISTIC
SYSTEMS
AND
INPUT
343
6.1
INTRODUCTION
.
343
6.2
RANDOM
WALK
METHOD
.
345
6.2.1
DIRICHLET
BOUNDARY
CONDITIONS
(Q
=
0)
.
346
6.2.1.1
LOCAL
SOLUTION
.
346
6.2.1.2
MONTE
CARLO
ALGORITHM
.
353
6.2.1.3
THE
LAPLACE
EQUATION
.355
6.2.1.4
THE
POISSON
EQUATION
.
359
6.2.1.5
HEAT
AND
TRANSPORT
EQUATIONS
.
361
6.2.2
DIRICHLET
BOUNDARY
CONDITIONS
(Q
/
0)
.
364
6.2.2.1
THE
FEYNMAN-KAC
FUNCTIONAL
.
364
6.2.2.2
THE
INHOMOGENEOUS
SCHRODINGER
EQUATION
.
.
.
367
6.2.2.3
THE
HOMOGENEOUS
SCHRODINGER
EQUATION
.
370
6.2.3
MIXED
BOUNDARY
CONDITIONS
.
371
6.2.3.1
BROWNIAN
MOTION
REFLECTED
AT
ZERO
.
372
6.2.3.2
BROWNIAN
MOTION
REFLECTED
AT
TWO
THRESHOLDS
.
.
383
6.2.3.3
BROWNIAN
MOTION
IN
THE
FIRST
ORTHANT
OF
R
2
.
387
6.2.3.4
GENERAL
CASE
.
390
6.3
SPHERE
WALK
METHOD
.
394
6.3.1
THE
GREEN
FUNCTION
.
395
6.3.2
MEAN
VALUE
PROPERTY
.
396
6.3.3
DIRICHLET
BOUNDARY
CONDITIONS
.
399
6.3.4
MIXED
BOUNDARY
CONDITIONS
.
402
6.4
BOUNDARY
WALK
METHOD
.
403
6.5
ALGEBRAIC
EQUATIONS
.
406
6.5.1
INHOMOGENEOUS
EQUATIONS
.
407
6.5.2
HOMOGENEOUS
EQUATIONS
.
413
6.6
INTEGRAL
EQUATIONS
.
416
6.6.1
INHOMOGENEOUS
EQUATIONS
.
418
6.6.2
HOMOGENEOUS
EQUATIONS
.
421
6.7
PROBLEMS
.
425
7
DETERMINISTIC
SYSTEMS
AND
STOCHASTIC
INPUT
429
7.1
INTRODUCTION
.
429
7.2
LINEAR
SYSTEMS
.
432
7.2.1
BROWNIAN
MOTION
INPUT
.
432
7.2.1.1
MEAN
AND
CORRELATION
EQUATIONS
.
433
7.2.1.2
LINEAR
RANDOM
VIBRATION
.
437
7.2.2
SEMIMARTINGALE
INPUT
.
449
7.2.2.1
DIRECT
METHOD.
SQUARE
INTEGRABLE
MARTINGALES
.452
7.2.2.2
DIRECT
METHOD.
GENERAL
MARTINGALES
.
455
7.2.2.3
STATE
AUGMENTATION
METHOD
.
460
X
CONTENTS
7.3
NONLINEAR
SYSTEMS
.
473
7.3.1
BROWNIAN
MOTION
INPUT
.
475
7.3.1.1
MOMENT
EQUATIONS
.
475
7.3.1.2
DIFFERENTIAL
EQUATION
FOR
CHARACTERISTIC
FUNCTION
478
7.3.1.3
FOKKER-PLANCK-KOLMOGOROV
EQUATIONS
.
481
7.3.1.4
EXACT
SOLUTIONS
.
492
7.3.1.5
NONLINEAR
RANDOM
VIBRATION
.
494
7.3.2
SEMIMARTINGALE
INPUT
.
508
7.3.2.1
DIRECT
METHOD.
SQUARE
INTEGRABLE
MARTINGALES
.
508
7.3.2.2
DIRECT
METHOD.
GENERAL
MARTINGALES
.
509
7.3.2.3
STATE
AUGMENTATION
METHOD
.
512
7.4
APPLICATIONS
.
513
7.4.1
MODELS
.
513
7.4.1.1
EARTH
CLIMATE
.
514
7.4.1.2
NON-GAUSSIAN
INPUT
.
515
7.4.2
MATERIALS
SCIENCE
.
518
7.4.3
RELIABILITY
ANALYSIS
.
522
7.4.3.1
CROSSING
THEORY
.
523
7.4.3.2
FIRST
PASSAGE
TIME
.
527
7.4.4
FINANCE
.
534
7.4.5
ESTIMATION
.
539
7.4.5.1
TIME
INVARIANT
PROBLEMS
.
539
7.4.5.2
TIME
DEPENDENT
PROBLEMS.
DISCRETE
TIME
.
541
7.4.5.3
TIME
DEPENDENT
PROBLEMS.
CONTINUOUS
TIME
.
.
543
7.5
PROBLEMS
.
546
8
STOCHASTIC
SYSTEMS
AND
DETERMINISTIC
INPUT
549
8.1
INTRODUCTION
.
549
8.2
LOCAL
SOLUTIONS
.
550
8.3
ALGEBRAIC
EQUATIONS
.
551
8.3.1
INHOMOGENEOUS
EQUATIONS
.
.
.
552
8.3.1.1
MONTE
CARLO
SIMULATION
METHOD
.
552
8.3.1.2
TAYLOR
SERIES
METHOD
.
554
8.3.1.3
PERTURBATION
METHOD
.
558
8.3.1.4
NEUMANN
SERIES
METHOD
.
561
8.3.1.5
DECOMPOSITION
METHOD
.
563
8.3.1.6
EQUIVALENT
LINEARIZATION
METHOD
.
564
8.3.1.7
ITERATION
METHOD
.
565
8.3.2
HOMOGENEOUS
EQUATIONS
.
566
8.3.2.1
DETERMINISTIC
EIGENVALUE
PROBLEM
.
567
8.3.2.2
EXACT
EXPRESSIONS
AND
BOUNDS
.
569
8.3.2.3
TAYLOR
SERIES
METHOD
.
570
8.3.2.4
PERTURBATION
METHOD
.
572
8.3.2.5
ITERATION
METHOD
.
574
CONTENTS
XI
8.3.2.6
LEVEL
CROSSING
FOR
STOCHASTIC
PROCESSES
.575
8.4
DIFFERENTIAL
AND
INTEGRAL
EQUATIONS
.
582
8.4.1
INHOMOGENEOUS
EQUATIONS
.
583
8.4.1.1
MONTE
CARLO
SIMULATION
METHOD
.
584
8.4.1.2
TAYLOR
SERIES
METHOD
.
584
8.4.1.3
PERTURBATION
METHOD
.
587
8.4.1.4
NEUMANN
SERIES
METHOD
.
591
8.4.1.5
OTHER
METHODS
.598
8.4.2
HOMOGENEOUS
EQUATIONS
.
599
8.4.2.1
DETERMINISTIC
EIGENVALUE
PROBLEM
.
600
8.4.2.2
EXACT
EXPRESSIONS
AND
BOUNDS
.
602
8.4.2.3
PERTURBATION
METHOD
.
603
8.4.2.4
ITERATION
METHOD
.
604
8.5
EFFECTIVE
MATERIAL
PROPERTIES
.
605
8.5.1
CONDUCTIVITY
.
610
8.5.1.1
HOMOGENEOUS
MEDIA
.
610
8.5.1.2
HETEROGENEOUS
MEDIA
.
611
8.5.1.3
EFFECTIVE
CONDUCTIVITY
.
613
8.5.2
ELASTICITY
.
617
8.5.2.1
DISPLACEMENT
CONTROLLED
EXPERIMENT.
VOIGT
'
S
AVERAGE
.
619
8.5.2.2
STRESS
CONTROLLED
EXPERIMENT.
REUSS
'
S
AVERAGE
.
622
8.5.2.3
PHYSICALLY
BASED
APPROXIMATIONS
.
624
8.5.2.4
ANALYTICALLY
BASED
APPROXIMATIONS
.
629
8.6
EVOLUTION
AND
PATTERN
FORMATION
.
633
8.6.1
ELASTICITY
.
633
8.6.2
CRYSTAL
PLASTICITY
.645
8.6.2.1
PLANAR
SINGLE
CRYSTAL
.645
8.6.2.2
POLYCRYSTALS
.
652
8.7
STOCHASTIC
STABILITY
.
655
8.8
LOCALIZATION
PHENOMENON
.
663
8.8.1
SOIL
LIQUEFACTION
.663
8.8.2
MODE
LOCALIZATION
.
666
8.9
PROBLEMS
.
.
670
9
STOCHASTIC
SYSTEMS
AND
INPUT
673
9.1
INTRODUCTION
.
673
9.2
METHODS
OF
ANALYSIS
.
674
9.2.1
LOCAL
SOLUTIONS
.
676
9.2.2
MONTE
CARLO
SIMULATION
.
677
9.2.3
CONDITIONAL
ANALYSIS
.
678
9.2.4
STATE
AUGMENTATION
.
682
9.2.5
LIOUVILLE
EQUATION
.
687
9.2.6
TAYLOR,
PERTURBATION,
AND
NEUMANN
SERIES
METHODS
.
690
XII
CONTENTS
9.2.7
GALERKIN
METHOD
.
694
9.2.8
FINITE
DIFFERENCE
METHOD
.
700
9.3
MECHANICS
.
701
9.3.1
VARIATIONAL
PRINCIPLES
.
701
9.3.2
DETERMINISTIC
PROBLEMS
.
703
9.3.3
STOCHASTIC
PROBLEMS
.
704
9.3.4
METHODS
OF
ANALYSIS
.
706
9.3.4.1
CLASSICAL
METHODS
.
707
9.3.4.2
POLYNOMIAL
CHAOS
.
709
9.4
PHYSICS
.
714
9.4.1
BOLTZMANN
TRANSPORT
EQUATION
.
714
9.4.2
ISING
MODEL
.
715
9.4.3
NOISE
INDUCED
TRANSITIONS
.
720
9.5
ENVIRONMENT
AND
ECOLOGY
.
725
9.5.1
RAINFALL
RUNOFF
MODEL
.
726
9.5.2
WATER
QUALITY
IN
STREAMS
.
729
9.5.3
SUBSURFACE
FLOW
AND
TRANSPORT
.
732
9.6
WAVES
IN
RANDOM
MEDIA
.
736
9.7
SEISMOLOGY
.
741
9.7.1
PHYSICAL
MODEL
.
741
9.7.2
CELLULAR
AUTOMATA
MODEL
.
743
9.8
MODEL
SELECTION
.
745
9.8.1
PARTIALLY
KNOWN
INPUT
.
745
9.8.2
PARTIALLY
KNOWN
SYSTEM
AND
INPUT
.
748
9.9
PROBLEMS
.
754
BIBLIOGRAPHY
757
INDEX
771 |
| any_adam_object | 1 |
| author | Grigoriu, Mircea |
| author_GND | (DE-588)124273696 |
| author_facet | Grigoriu, Mircea |
| author_role | aut |
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| author_variant | m g mg |
| building | Verbundindex |
| bvnumber | BV014536135 |
| callnumber-first | D - World History |
| callnumber-label | DA588 |
| callnumber-raw | DA588 QA274.2 |
| callnumber-search | DA588 QA274.2 |
| callnumber-sort | DA 3588 |
| callnumber-subject | DA - Great Britain |
| classification_rvk | SK 820 SK 850 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)50004635 (DE-599)BVBBV014536135 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV014536135 |
| illustrated | Illustrated |
| indexdate | 2024-08-22T00:25:44Z |
| institution | BVB |
| isbn | 0817642420 3764342420 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009890665 |
| oclc_num | 50004635 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-824 DE-703 DE-91G DE-BY-TUM DE-11 DE-83 |
| owner_facet | DE-355 DE-BY-UBR DE-824 DE-703 DE-91G DE-BY-TUM DE-11 DE-83 |
| physical | XII, 774 S. graph. Darst. |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Birkhäuser |
| record_format | marc |
| spelling | Grigoriu, Mircea Verfasser (DE-588)124273696 aut Stochastic calculus applications in science and engineering Mircea Grigoriu Boston [u.a.] Birkhäuser 2002 XII, 774 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Análise estocástica larpcal Engenharia larpcal Processos estocásticos (aplicações) larpcal Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009890665&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Grigoriu, Mircea Stochastic calculus applications in science and engineering Análise estocástica larpcal Engenharia larpcal Processos estocásticos (aplicações) larpcal Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 |
| title | Stochastic calculus applications in science and engineering |
| title_auth | Stochastic calculus applications in science and engineering |
| title_exact_search | Stochastic calculus applications in science and engineering |
| title_full | Stochastic calculus applications in science and engineering Mircea Grigoriu |
| title_fullStr | Stochastic calculus applications in science and engineering Mircea Grigoriu |
| title_full_unstemmed | Stochastic calculus applications in science and engineering Mircea Grigoriu |
| title_short | Stochastic calculus |
| title_sort | stochastic calculus applications in science and engineering |
| title_sub | applications in science and engineering |
| topic | Análise estocástica larpcal Engenharia larpcal Processos estocásticos (aplicações) larpcal Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Análise estocástica Engenharia Processos estocásticos (aplicações) Stochastic analysis Stochastische Analysis |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009890665&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT grigoriumircea stochasticcalculusapplicationsinscienceandengineering |