Stochastic Differential Equations: With Applications to Physics and Engineering (Mathematics and its Applications, 40)
by K. Sobczyk
A detailed exposition of stochastic differential equations and their use in modeling physical and engineering systems under uncertainty.
About This Book
This book presents the theory and methods of stochastic differential equations with emphasis on applications in physics and engineering.
It covers fundamental concepts, solution techniques, and practical modeling approaches for random dynamical systems.
The text is designed for researchers and advanced students working in applied mathematics and related technical fields.
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