This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory. A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Book Information
ISBN 9783319033617
Author Sergey S. Stepanov
Format Paperback
Page Count 339
Imprint Springer International Publishing AG
Publisher Springer International Publishing AG