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Applied Stochastic Analysis (Graduate Studies in Mathematics) - Tapa blanda

Libro 177 de 190: Graduate Studies in Mathematics

E, Weinan; Li, Tiejun; Vanden-Eijnden, Eric

 
9781470465698: Applied Stochastic Analysis (Graduate Studies in Mathematics)
Tapa blanda
ISBN 10: 1470465698 ISBN 13: 9781470465698
Editorial: American Mathematical Society, 2019

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Weinan E, Princeton University, NJ.

Tiejun Li, Peking University, Beijing, China.

Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
American Mathematical Society
Año de publicación
2019
Idioma
Inglés
ISBN 10 
1470465698
ISBN 13 
9781470465698
Encuadernación
Tapa blanda
Número de páginas
305
Contacto del fabricante
no disponible
Persona responsable
no disponible