Theory and Applications of Stochastic Processes: An Analytical Approach

Zeev Schuss

ISBN 10: 1441916040 / ISBN 13: 9781441916044

Published by SPRINGER NATURE Dez 2009, 2009

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory. 468 pp. Englisch.

Seller Inventory # 9781441916044

Bibliographic Details

• Title: Theory and Applications of Stochastic Processes: An Analytical Approach
• Publisher: SPRINGER NATURE Dez 2009
• Publication Date: 2009
• Language: English
• ISBN 10: 1441916040
• ISBN 13: 9781441916044
• Binding: Buch
• Condition: Neu
• Dimensions: 245W x 167H x 35D millimeters 245 millimeters width by 167 millimeters height by 35 millimeters depth
• Weight: 843 grams

About this title

Synopsis

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

From the Back Cover

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.

The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.