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Applied Stochastic Analysis (Graduate Studies in Mathematics) - Softcover
Book 177 of 190: Graduate Studies in Mathematics
Synopsis
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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About the Author
Weinan E, Princeton University, NJ.
Tiejun Li, Peking University, Beijing, China.
Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.
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Applied Stochastic Analysis (Graduate Studies in Mathematics, 199)
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Applied Stochastic Analysis (eng)
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Applied Stochastic Analysis (eng)
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Applied Stochastic Analysis
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Paperback. Condition: New. 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. Seller Inventory # LU-9781470465698
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Applied Stochastic Analysis
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ISBN 13: 9781470465698
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Applied Stochastic Analysis Gsm 199.s
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Applied Stochastic Analysis (Paperback)
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Paperback. Condition: new. Paperback. 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. 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). Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781470465698