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Most of the natural and biological phenomena such as solute
transport in porous media exhibit variability which can not be
modeled by using deterministic approaches. There is evidence in
natural phenomena to suggest that some of the observations can not
be explained by using the models which give deterministic
solutions. Stochastic processes have a rich repository of objects
which can be used to express the randomness inherent in the system
and the evolution of the system over time. The attractiveness of
the stochastic differential equations (SDE) and stochastic partial
differential equations (SPDE) come from the fact that we can
integrate the variability of the system along with the scientific
knowledge pertaining to the system. One of the aims of this book is
to explaim some useufl concepts in stochastic dynamics so that the
scientists and engineers with a background in undergraduate
differential calculus could appreciate the applicability and
appropriateness of these developments in mathematics. The ideas are
explained in an intuitive manner wherever possible with out
compromising rigor.
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