Siti

STOCHASTIC SYSTEMS - English
URL: http://www.wspc.com.sg/books/mathematics/4805.html

This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.e. dynamical systems described by stochastic finite- and infinite-dimensional differential, integral, integrodifferential, difference etc equations.

[ eng ]

Four Rules for Moments and Characteristic Functions - English
URL: http://www.dnv.com/Ocean/bk/c/a24/s2.htm

The statistical moments and the characteristic function of probability distributions have a number of important properties which will be of application in later articles. By presenting them here, some later derivations will be considerably simplified.

[ eng ]