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Inhaltsangabe
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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Über die Autorin bzw. den Autor
Weinan E, Princeton University, NJ.
Tiejun Li, Peking University, Beijing, China.
Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.
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Applied Stochastic Analysis (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 199)
Verlag:
American Mathematical Society, 2019
ISBN 10: 1470449331
ISBN 13: 9781470449339
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Hardcover
Anbieter: Zubal-Books, Since 1961, Cleveland, OH, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: Fine. First edition, first printing, 305 pp., hardcover, TINY bit of age-toning to bottom edge of pages else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Photos available upon request. Bestandsnummer des Verkäufers ZB1331364
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Applied Stochastic Analysis (Graduate Studies in Mathematics) (Graduate Studies in Mathematics, 199)
Verlag:
American Mathematical Society, 2019
ISBN 10: 1470449331
ISBN 13: 9781470449339
Gebraucht
Hardcover
Anbieter: Solr Books, Lincolnwood, IL, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear. Bestandsnummer des Verkäufers BCV.1470449331.VG
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