Probabilistic and Stochastic Methods in Analysis, with Applications: (Closed)) - Couverture souple

 
9789401052399: Probabilistic and Stochastic Methods in Analysis, with Applications: (Closed))

Synopsis

Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here.
The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here.
The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic Pdes. New approaches, such as the Pde method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9780792318040: Probabilistic and Stochastic Methods in Analysis, With Applications

Edition présentée

ISBN 10 :  0792318048 ISBN 13 :  9780792318040
Editeur : Kluwer Academic Publishers, 1992
Couverture rigide