9781470449339-1470449331-Applied Stochastic Analysis (Graduate Studies in Mathematics)

Applied Stochastic Analysis (Graduate Studies in Mathematics)

ISBN-13: 9781470449339
ISBN-10: 1470449331
Author: Weinan E., Tiejun Li, Eric Vanden-eijnden
Publication date: 2019
Publisher: American Mathematical Society
Format: Hardcover 305 pages
FREE shipping on ALL orders

Book details

ISBN-13: 9781470449339
ISBN-10: 1470449331
Author: Weinan E., Tiejun Li, Eric Vanden-eijnden
Publication date: 2019
Publisher: American Mathematical Society
Format: Hardcover 305 pages

Summary

Acknowledged authors Weinan E., Tiejun Li, Eric Vanden-eijnden wrote Applied Stochastic Analysis (Graduate Studies in Mathematics) comprising 305 pages back in 2019. Textbook and eTextbook are published under ISBN 1470449331 and 9781470449339. Since then Applied Stochastic Analysis (Graduate Studies in Mathematics) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

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.

Rate this book Rate this book

We would LOVE it if you could help us and other readers by reviewing the book