Theory and Applications of Stochastic Processes Theory and Applications of Stochastic Processes
Applied Mathematical Sciences

Theory and Applications of Stochastic Processes

An Analytical Approach

    • 49,99 €
    • 49,99 €

Description de l’éditeur

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.


The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.

GENRE
Science et nature
SORTIE
2009
9 décembre
LANGUE
EN
Anglais
LONGUEUR
485
Pages
ÉDITIONS
Springer New York
TAILLE
12,8
Mo

Plus de livres similaires

An Introduction to Fronts in Random Media An Introduction to Fronts in Random Media
2009
Probability and Partial Differential Equations in Modern Applied Mathematics Probability and Partial Differential Equations in Modern Applied Mathematics
2010
Non-equilibrium Statistical Physics with Application to Disordered Systems Non-equilibrium Statistical Physics with Application to Disordered Systems
2017
Noise-Induced Phenomena in Slow-Fast Dynamical Systems Noise-Induced Phenomena in Slow-Fast Dynamical Systems
2006
Stochastic PDEs and Modelling of Multiscale Complex System Stochastic PDEs and Modelling of Multiscale Complex System
2019
Random Processes Random Processes
2018

Plus de livres par Zeev Schuss

Asymptotics of Elliptic and Parabolic PDEs Asymptotics of Elliptic and Parabolic PDEs
2018
Stochastic Narrow Escape in Molecular and Cellular Biology Stochastic Narrow Escape in Molecular and Cellular Biology
2015
Brownian Dynamics at Boundaries and Interfaces Brownian Dynamics at Boundaries and Interfaces
2013
Nonlinear Filtering and Optimal Phase Tracking Nonlinear Filtering and Optimal Phase Tracking
2011

Autres livres de cette série

Shapes and Diffeomorphisms Shapes and Diffeomorphisms
2010
Prandtl-Essentials of Fluid Mechanics Prandtl-Essentials of Fluid Mechanics
2010
Dynamical Systems and Chaos Dynamical Systems and Chaos
2010
Adaptive Moving Mesh Methods Adaptive Moving Mesh Methods
2010
Partial Differential Equations I Partial Differential Equations I
2010
Partial Differential Equations III Partial Differential Equations III
2010