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Theory and Applications of Stochastic Processes
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Theory and Applications of Stochastic Processes : An Analytical Approach

2010 ed.

Book Details

Format Hardback or Cased Book
ISBN-10 1441916040
ISBN-13 9781441916044
Edition 2010 ed.
Publisher Springer-Verlag New York Inc.
Imprint Springer-Verlag New York Inc.
Country of Manufacture US
Country of Publication GB
Publication Date Dec 21st, 2009
Print length 468 Pages
Weight 888 grams
Dimensions 24.10 x 16.60 x 3.10 cms
Product Classification: Statistical physicsMaths for engineers
Ksh 10,800.00
Werezi Extended Catalogue 0 in stock

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Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more.

Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.


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