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Handbook of Stochastic Analysis and Applications

2001-10-23 Mathematics
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Release : 2001-10-23
Genre : Mathematics
Kind : eBook
Book Rating : 702/5 ( reviews)

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Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan. This book was released on 2001-10-23. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Handbook of Stochastic Analysis and Applications

2001-10-23 Mathematics
Download Handbook of Stochastic Analysis and Applications PDF Online Free

Author :
Release : 2001-10-23
Genre : Mathematics
Kind : eBook
Book Rating : 609/5 ( reviews)

GET EBOOK


Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan. This book was released on 2001-10-23. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Applied Stochastic Analysis

2021-09-22 Education
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Release : 2021-09-22
Genre : Education
Kind : eBook
Book Rating : 698/5 ( reviews)

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Book Synopsis Applied Stochastic Analysis by : Weinan E

Download or read book Applied Stochastic Analysis written by Weinan E. This book was released on 2021-09-22. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Processes and Their Applications

2001-10-18 Mathematics
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Release : 2001-10-18
Genre : Mathematics
Kind : eBook
Book Rating : 322/5 ( reviews)

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Book Synopsis Stochastic Processes and Their Applications by : Frank Beichelt

Download or read book Stochastic Processes and Their Applications written by Frank Beichelt. This book was released on 2001-10-18. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.

Stochastic Methods

2010-10-19 Science
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Release : 2010-10-19
Genre : Science
Kind : eBook
Book Rating : 626/5 ( reviews)

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Book Synopsis Stochastic Methods by : Crispin Gardiner

Download or read book Stochastic Methods written by Crispin Gardiner. This book was released on 2010-10-19. Available in PDF, EPUB and Kindle. Book excerpt: In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

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