Applied Stochastic Analysis

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General Book Search for "9781470465698"

General Books
School Books

Author : Eric Vanden-Eijnden,Weinan E
Paperback
Published : Thursday 30 May 2019
ISBN : 9781470465698
Price : €91.26

Description

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).