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Stochastic Systems

Mircea Grigoriu ()
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Mircea Grigoriu: Cornell University

in Springer Series in Reliability Engineering from Springer, currently edited by Hoang Pham

Date: 2012
Edition: 2012
ISBN: 978-1-4471-2327-9
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Chapters in this book:

Ch Chapter 1 Introduction
Mircea Grigoriu
Ch Chapter 2 Essentials of Probability Theory
Mircea Grigoriu
Ch Chapter 3 Random Functions
Mircea Grigoriu
Ch Chapter 4 Stochastic Integrals
Mircea Grigoriu
Ch Chapter 5 Itô’s Formula and Applications
Mircea Grigoriu
Ch Chapter 6 Probabilistic Models
Mircea Grigoriu
Ch Chapter 7 Stochastic Ordinary Differential and Difference Equations
Mircea Grigoriu
Ch Chapter 8 Stochastic Algebraic Equations
Mircea Grigoriu
Ch Chapter 9 Stochastic Partial Differential Equations
Mircea Grigoriu

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Persistent link: https://EconPapers.repec.org/RePEc:spr:ssreng:978-1-4471-2327-9

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DOI: 10.1007/978-1-4471-2327-9

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