Theory and applications of stochastic processes: An analytical approach
Zeev Schuss (auth.)This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.
The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.
Kategorie:
Rok:
2010
Wydanie:
1
Wydawnictwo:
Springer-Verlag New York
Język:
english
Strony:
468
ISBN 10:
1441916040
ISBN 13:
9781441916044
Serie:
Applied Mathematical Sciences 170
Plik:
PDF, 3.87 MB
IPFS:
,
english, 2010
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