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The Elements of Stochastic Processes with Applications to the Natural Sciences

1991-01-16 Mathematics
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Release : 1991-01-16
Genre : Mathematics
Kind : eBook
Book Rating : 680/5 ( reviews)

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Book Synopsis The Elements of Stochastic Processes with Applications to the Natural Sciences by : Norman T. J. Bailey

Download or read book The Elements of Stochastic Processes with Applications to the Natural Sciences written by Norman T. J. Bailey. This book was released on 1991-01-16. Available in PDF, EPUB and Kindle. Book excerpt: Develops an introductory and relatively simple account of the theory and application of the evolutionary type of stochastic process. Professor Bailey adopts the heuristic approach of applied mathematics and develops both theoretical principles and applied techniques simultaneously.

Stochastic processes with applications in the natural sciences

2017 Mathematics
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Release : 2017
Genre : Mathematics
Kind : eBook
Book Rating : 148/5 ( reviews)

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Book Synopsis Stochastic processes with applications in the natural sciences by : Kulik, Alexei

Download or read book Stochastic processes with applications in the natural sciences written by Kulik, Alexei. This book was released on 2017. Available in PDF, EPUB and Kindle. Book excerpt: The interdisciplinary workshop STOCHASTIC PROCESSES WITH APPLICATIONS IN THE NATURAL SCIENCES was held in Bogotá, at Universidad de los Andes from December 5 to December 9, 2016. It brought together researchers from Colombia, Germany, France, Italy, Ukraine, who communicated recent progress in the mathematical research related to stochastic processes with application in biophysics. The present volume collects three of the four courses held at this meeting by Angelo Valleriani, Sylvie Rœlly and Alexei Kulik. A particular aim of this collection is to inspire young scientists in setting up research goals within the wide scope of fields represented in this volume.

The Elements of Stochastic Processes

1964
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Release : 1964
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis The Elements of Stochastic Processes by : Richard P. Dober

Download or read book The Elements of Stochastic Processes written by Richard P. Dober. This book was released on 1964. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Processes and Applications

2014-11-19 Mathematics
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Release : 2014-11-19
Genre : Mathematics
Kind : eBook
Book Rating : 239/5 ( reviews)

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Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis

Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis. This book was released on 2014-11-19. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Theory and Applications of Stochastic Processes

2009-12-09 Mathematics
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Release : 2009-12-09
Genre : Mathematics
Kind : eBook
Book Rating : 059/5 ( reviews)

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Book Synopsis Theory and Applications of Stochastic Processes by : Zeev Schuss

Download or read book Theory and Applications of Stochastic Processes written by Zeev Schuss. This book was released on 2009-12-09. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.

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