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Theory and Applications of Stochastic Processes
An Analytical Approach
- Editore:
Springer-Verlag GmbH
- EAN:
9781441916044
- ISBN:
1441916040
- Pagine:
- 468
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Theory and Applications of Stochastic Processes
This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.
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