Applied Stochastic Analysis - Couverture souple

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

Couverture souple

ISBN 10 : 1470465698 ISBN 13 : 9781470465698

Editeur : American Mathematical Society, 2019

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.

A propos du livre

À propos de l?auteur

Weinan E, Princeton University, NJ.

Tiejun Li, Peking University, Beijing, China.

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

Détails de l'édition

• Éditeur: American Mathematical Society
• Date d'édition: 2019
• Langue: anglais
• ISBN 10: 1470465698
• ISBN 13: 9781470465698
• Reliure: Broché
• Nombre de pages: 305
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible