Applied Stochastic Analysis (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 199)

Weinan E.; Tiejun Li; Eric Vanden-eijnden

ISBN 10: 1470449331 / ISBN 13: 9781470449339

Editore: American Mathematical Society, 2019

Riguardo questo articolo

Very clean, very nice example. A few sentences are highlighted, otherwise in great shape! Well packaged and promptly shipped from California. Partnered with Friends of the Library since 2010.

Codice articolo 1LAUHV002GXV

Dati bibliografici

• Titolo: Applied Stochastic Analysis (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 199)
• Editore: American Mathematical Society
• Data di pubblicazione: 2019
• Lingua: Inglese
• ISBN 10: 1470449331
• ISBN 13: 9781470449339
• Rilegatura: Rilegato
• Condizione: Good

Descrizione articolo

Riassunto

For students and researchers in applied mathematics who are interested in science and engineering, E, Li, and Vanden-Eijnden provide a mathematically solid introduction to the basic ideas and tools in probability theory and stochastic analysis. They begin with the basics of random variables and probability theory, then go on to limit theorems, Markov chains, diffusion processes, and random fields. Because they assume readers to have some background in differential equations, they put more weight on the differential equation approach, and neglect martingale theory entirely, even though it is a very important part of stochastic analysis. Annotation ©2019 Ringgold, Inc., Portland, OR (protoview.com)