Open Advanced Search

Log in
Enterprise Plans
Free Trial

Log in
Free Trial
Enterprise Plans
Browse
Features
Pricing

DeepDyve

Advanced Search

show/hide query preview

With all of the words or DOIs:

DeepDyve's default query mode: search by keyword or DOI.

With the exact phrase:

Require these words, in this exact order. Do not surround your terms in double-quotes ("") in this field.

With at least one of the words:

Find any of these words, separated by spaces

Without the words:

Exclude each of these words, separated by spaces

With words in the article title:

Search for these terms only in the title of an article

Published between the years:

With the following authors:

Most effective as: LastName, First Name or Lastname, FN

With words in the journal name:

Search for articles published in journals where these words are in the journal name

Reset filters

Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

DeepDyve requires Javascript to function. Please enable Javascript on your browser to continue.

Stochastic World

Part of the Mathematical Engineering Book Series

DOI: 10.1007/978-3-319-00071-8

ISBN: 978-3-319-00070-1

Publisher: Springer International Publishing - Springer Journals

Jan 1, 2013

1 - 9 of 9 Chapters

LitStream

Chapter 1Random Events

Stepanov, Sergey S.

Pages: 1 –36

[Absolutely deterministic events and processes do not exist. The Universe speaks to us in the language of probability theory. We assume that the Reader is familiar with the basics of probability, therefore, only those terms and concepts that are necessary for the understanding of further material...
LitStream

Chapter 2Stochastic Equations

Stepanov, Sergey S.

Pages: 37 –64

[This is the key chapter of the book. Stochastic differential equations, which are the main mathematical object we consider, are introduced here. We choose an informal, intuitive way believing that obtaining specific practical results is more important than their rigorous mathematical proof.]
LitStream

Chapter 3Mean Values

Stepanov, Sergey S.

Pages: 65 –87

[The differential equation for the random function x(t) is only one of many possible languages to describe a stochastic process. In the situation when the system changes with time, the mean values also change and comply with certain differential equations. In fact, their solution is the most...
LitStream

Chapter 4Probabilities

Stepanov, Sergey S.

Pages: 89 –108

[There is one more way to obtain information about the behavior of a stochastic process: it is the solution of equations for the conditional probability density P(x0, t0, ⇒ x, t). This chapter is devoted to such equations.]
LitStream

Chapter 5Stochastic Integrals

Stepanov, Sergey S.

Pages: 109 –134

[Similarly to the standard analysis, when the stochastic differentiation is defined, it is natural to introduce the stochastic integration. The corresponding approach will give us one more instrument of obtaining the expressions for some general random processes. This is an elegant domain of...
LitStream

Chapter 6Systems of Equations

Stepanov, Sergey S.

Pages: 135 –162

[One-dimensional stochastic equations can describe only relatively simple systems. Even for the ordinary physical oscillator it is necessary to solve the system of two equations of the first order. In general case, the reality is multidimensional, and supplies us with a lot of examples of very...
LitStream

Chapter 7Stochastic Nature

Stepanov, Sergey S.

Pages: 163 –182

[In this chapter we consider the examples of natural systems which can be described with stochastic differential equations. These systems cover the wide range of applications from physics to biology. However, they don’t require the deep knowledge of the corresponding fields of science. The...
LitStream

Chapter 8Stochastic Society

Stepanov, Sergey S.

Pages: 183 –210

[In this chapter we give some examples of applying the stochastic methods to financial markets and economy. The volatile character of prices and economic indicators is a manifestation of significantly stochastic dynamics of the corresponding systems, and the δW term plays the leading role in the...
LitStream

Chapter 9Computer Modeling

Stepanov, Sergey S.

Pages: 211 –237

[Sometimes computer modeling of the behavior of complicated stochastic systems is the only way to investigate them. This chapter is for the readers who like not only formulas but also algorithms. Programming is merely a process of recording a strictly fixed sequence of actions in restricted and...

results per page

Browse All eBooks

Features

Search and discover articles on DeepDyve, PubMed, and Google Scholar
Read the full-text of open access and premium content
Organize articles with folders and bookmarks
Collaborate on and share articles and folders

Info

Pricing
Enterprise Plans
Browse Journals & Topics
About DeepDyve

Help

Help
Publishers
Contact Us

Sign up for your 14-Day Free Trial Now!

Read and print from thousands of top scholarly journals.

System error. Please try again!

Continue with Facebook

By signing up, you agree to DeepDyve’s Terms of Service and Privacy Policy.

Already have an account? Log in

Save Article to Bookmarks

Bookmark this article. You can see your Bookmarks on your DeepDyve Library.

To save an article, log in first, or sign up for a DeepDyve account if you don’t already have one.

Subscribe to Journal Email Alerts

To subscribe to email alerts, please log in first, or sign up for a DeepDyve account if you don’t already have one.

Follow a Journal

To get new article updates from a journal on your personalized homepage, please log in first, or sign up for a DeepDyve account if you don’t already have one.

Our policy towards the use of cookies

All DeepDyve websites use cookies to improve your online experience. They were placed on your computer when you launched this website. You can change your cookie settings through your browser.

cookie policy