eBook - PDF

Applied Stochastic Analysis

Name: Applied Stochastic Analysis
ISBN: 9781470452414

Weinan E,

Tiejun Li,

Eric Vanden-Eijnden,

English
PDF
Available on iOS & Android

eBook - PDF

Applied Stochastic Analysis

Weinan E,

Tiejun Li,

Eric Vanden-Eijnden,

About this book

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.

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Yes, you can access Applied Stochastic Analysis by Weinan E,Tiejun Li,Eric Vanden-Eijnden in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.