Stochastic Differential Equations for Science and Engineering

By Uffe Høgsbro Thygesen

The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises.

• Format: Hardcover
• Language: English
• ISBN: 103223217X
• ISBN13: 9781032232171
• Release Date: June 2023
• Publisher: CRC Press
• Length: 366 Pages
• Weight: 1.56 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"