Stochastic Differential Equations for Science and Engineering

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.

Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. 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. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises.

Features:

• Contains numerous exercises, examples, and applications
• Suitable for science and engineering students at Master’s or PhD level
• Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples
• GitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools

UK Delivery:

• Free delivery on all orders of £10 or more.
• £1.49 delivery fee on orders below £10.
• UK orders are shipped via Royal Mail 2nd Class.

International Delivery:

• Flat rate delivery charges vary by country.

Dispatch and Delivery Times:

• All orders are shipped from our warehouse in Northampton, UK within 48 hours of receipt during working hours.
• UK mainland orders typically arrive within 3-5 working days via Royal Mail 2nd Class.
• International estimated delivery times:
• Europe & Channel Islands: 7 to 10 working days
• USA: 7 to 15 working days
• Rest of the World: 9 to 21 working days

View our full delivery infomation here.