Applied Stochastic Analysis
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
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.
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