Introduction

Mircea Grigoriu ()
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Mircea Grigoriu: Cornell University

Chapter Chapter 1 in Stochastic Systems, 2012, pp 1-7 from Springer

Abstract: Abstract Examples are used to introduce deterministic and stochastic equations and demonstrate the need to describe the state of physical systems by using stochastic equations. While the focus in mathematical studies of stochastic equations is primarily on technical aspects related to the existence and uniqueness of the solutions, the focus in applied studies is on the calculations of these solutions. Graduate courses based on material presented in the book can concentrate on the formulation of stochastic problems, random vibration by Itô’s calculus, and stochastic partial differential equations with applications to random heterogeneous materials.

Keywords: Stochastic Differential Equation; Stochastic Equation; Random Coefficient; Deterministic Equation; Perturbation Series (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4471-2327-9_1

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