Applied Stochastic Analysis (Paperback)

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.

General

Imprint:	American Mathematical Society
Country of origin:	United States
Series:	Graduate Studies in Mathematics
Release date:	May 2019
Authors:	Weinan E • Tiejun Li • Eric Vanden-Eijnden
Format:	Paperback
Pages:	305
ISBN-13:	978-1-4704-6569-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Vector & tensor analysis Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	1-4704-6569-8
Barcode:	9781470465698

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