Applied Stochastic Analysis (Paperback)
Language: English
Published by American Mathematical Society, Providence, 2024
- Softcover
- New
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
AbeBooks seller since October 12, 2005
Condition: New
£ 67.20
Quantity: 1 available
Add to basketItem description from seller
Paperback. This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Suitable for students and researchers in applied mathematics and related disciplines, this book prepares readers to solve concrete problems arising in physically motivated models. The author's practical approach avoids measure theory while retaining rigor for cases where it helps build techniques or intuition. Topics covered include Markov chains (discrete and continuous), Gaussian processes, Ito calculus, and stochastic differential equations and their associated PDEs. We ask questions such as: How does probability evolve? How do statistics evolve? How can we solve for time-dependent quantities such as first-passage times? How can we set up a model that includes fundamental principles such as time-reversibility (detailed balance)? How can we simulate a stochastic process numerically? Applied Stochastic Analysis invites readers to develop tools and insights for tackling physical systems involving randomness. Exercises accompany the text throughout, with frequent opportunities to implement simulation algorithms. A strong undergraduate background in linear algebra, probability, ODEs, and PDEs is assumed, along with the mathematical sophistication characteristic of a graduate student. Stochastic analysis tackles randomness in physical systems by blending simulation methods with hands-on problem-solving strategies. It examines key concepts like Markov chains, Gaussian processes, Ito calculus and stochastic differential equations, building intuition for modeling evolving, time-dependent phenomena. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…
Seller Inventory # 9781470478391
- Title
- Applied Stochastic Analysis (Paperback)
- Author
- Miranda Holmes-Cerfon
- Publisher
- American Mathematical Society, Providence
- Publication year
- 2024
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1470478390
- ISBN 13
- 9781470478391
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Grand Eagle Retail
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AbeBooks seller since October 12, 2005
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