Theory and Applications of Stochastic Processes: An Analytical Approach (Applied Mathematical Sciences, 170)

Schuss, Zeev

ISBN 10: 1461425425 / ISBN 13: 9781461425427

Verlag: Springer (edition 2010), 2012

Beschreibung

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Bestandsnummer des Verkäufers 1461425425-8-1

Bibliografische Details

• Titel: Theory and Applications of Stochastic Processes: An Analytical Approach (Applied Mathematical Sciences, 170)
• Verlag: Springer (edition 2010)
• Erscheinungsjahr: 2012
• Sprache: Englisch
• ISBN-10: 1461425425
• ISBN-13: 9781461425427
• Einband: Paperback
• Auflage: 2010.
• Zustand: Very Good

Über diesen Titel

Inhaltsangabe

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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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.