Stochastic Systems Uncertainty Quantification and Propagation

Stochastic Systems Uncertainty Quantification and Propagation / by Mircea Grigoriu.

Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and reliable designs. The states of these systems satisfy equations with random entries, referred to as stochastic equations, so that they are rand...

Full description

Saved in:
Bibliographic Details
Main Author: Grigoriu, Mircea (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: London : Springer London : Imprint: Springer, 2012.
Edition:1st ed. 2012.
Series:Springer Series in Reliability Engineering,
Springer eBook Collection.
Subjects:
Quality control.
Reliability.
Industrial safety.
Probabilities.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Probability Essentials
  • Random Functions
  • Probabilistic Models
  • Stochastic Integrals and Itô's Formula
  • Properties of Solutions of Stochastic Equations
  • Stochastic Equations with Small Uncertainty
  • Stochastic Algebraic Equations
  • Stochastic Differential Equations with Deterministic Coefficients
  • Stochastic Differential Equations with Random Coefficients.

Similar Items