Stochastic Dynamical Systems
Concepts, Numerical Methods, Data Analysis
1. Edition November 1993
XVI, 536 Pages, Hardcover
114 Pictures
20 tables
Textbook
ISBN:
978-0-471-18834-6
John Wiley & Sons
Short Description
This unique volume introduces the reader to the mathematical language for complex systems and is ideal for students who are starting out in the study of stochastical dynamical systems. Unlike other books in the field, it covers a broad array of stochastic and statistical methods.
This unique volume introduces the reader to the mathematical language for complex systems and is ideal for students who are starting out in the study of stochastical dynamical systems. Unlike other books in the field it covers a broad array of stochastic and statistical methods.
From the Contents:
Stochastic Processes and Complex Systems/ Random Variables/ Analysis of Stationary Data/ Deduction of
Models from Data/ Classification Methods/ Basic Equations for Stochastic Processes/ Master Equations/
Numerical Methods for the Solution of Master Equations/ Stochastic Differential Equations: Analytical
Procedures/ Numerical Methods for Stochastic Differential Equations/ Functional Integrals in Stochastics/
Perturbation Theory and Approximations that Go Further/ Time Series/ Linear Models for Stochastic
Processes
Stochastic Processes and Complex Systems/ Random Variables/ Analysis of Stationary Data/ Deduction of
Models from Data/ Classification Methods/ Basic Equations for Stochastic Processes/ Master Equations/
Numerical Methods for the Solution of Master Equations/ Stochastic Differential Equations: Analytical
Procedures/ Numerical Methods for Stochastic Differential Equations/ Functional Integrals in Stochastics/
Perturbation Theory and Approximations that Go Further/ Time Series/ Linear Models for Stochastic
Processes
