Applied Stochastic Analysis

Name: Applied Stochastic Analysis
Brand: American Mathematical Society
SKU: 9781470465698
Price: 13700 KES
Availability: OutOfStock
ISBN: 9781470465698

by Eric Vanden-Eijnden , Tiejun Li , Weinan E

Book Details

Format Paperback / softback

Book Series Graduate Studies in Mathematics

ISBN-10 1470465698

ISBN-13 9781470465698

Publisher American Mathematical Society

Imprint American Mathematical Society

Country of Manufacture GB

Country of Publication GB

Publication Date May 30th, 2019

Print length 305 Pages

Product Classification: Calculus & mathematical analysis Calculus and mathematical analysis Probability & statistics Probability and statistics Applied mathematics

KSh 13,700.00

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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).

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.

Get Applied Stochastic Analysis by Eric Vanden-Eijnden, Tiejun Li at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by American Mathematical Society and it has 305 pages.