Applied stochastic analysis, Vol. 199

By:

E, Weinan

Contributor(s):

Series: Graduate Studies In Mathematics, 199Publication details: Providence, Rhode Island: American Mathematical Society, 2019.Description: xxi, 305p.: ill.; pbk.: 25cmISBN:

9781470465698

Subject(s):

DDC classification:

519.2 EWE

Summary: 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/

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	519.2 EWE (Browse shelf(Opens below))	1	Available		033980

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/

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