Stochastic Systems (Enhanced Edition‪)‬

In applications we are concerned with modeling real problems, involving
a dynamical system with real inputs and real outputs. In this book we are
primarily interested in the solution of differential equations that arise in
those disciplines. By modeling, we mean the art of developing an equation
or set of equations or performance representations from which
equations can be written that (under stated conditions and assumptions
and for a specific purpose) will provide an adequate description of the physical
system, so that the questions we pose can be answered with sufficient
accuracy.