Applied stochastic analysis, Vol. 199
E, Weinan
Applied stochastic analysis, Vol. 199 - Providence, Rhode Island: American Mathematical Society, 2019. - xxi, 305p.: ill.; pbk.: 25cm - Graduate Studies In Mathematics, 199 .
Includes Exercise & Notes
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.
https://bookstore.ams.org/gsm-199/
9781470465698
Monte Carlo Methods
Stochastic Differential Equations
Chemical Reaction Kinetics
Mathematics
Mathematical Education
519.2 EWE
Applied stochastic analysis, Vol. 199 - Providence, Rhode Island: American Mathematical Society, 2019. - xxi, 305p.: ill.; pbk.: 25cm - Graduate Studies In Mathematics, 199 .
Includes Exercise & Notes
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.
https://bookstore.ams.org/gsm-199/
9781470465698
Monte Carlo Methods
Stochastic Differential Equations
Chemical Reaction Kinetics
Mathematics
Mathematical Education
519.2 EWE
