Related Books

Handbook of Stochastic Analysis and Applications
Language: en
Pages: 800
Authors: D. Kannan
Categories: Mathematics
Type: BOOK - Published: 2001-10-23 - Publisher: CRC Press

DOWNLOAD EBOOK

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under g
Applied Stochastic Analysis
Language: en
Pages: 329
Authors: Weinan E
Categories: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Stochastic Processes and Applications
Language: en
Pages: 345
Authors: Grigorios A. Pavliotis
Categories: Mathematics
Type: BOOK - Published: 2014-11-19 - Publisher: Springer

DOWNLOAD EBOOK

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 sci
Handbook of Brownian Motion - Facts and Formulae
Language: en
Pages: 710
Authors: Andrei N. Borodin
Categories: Mathematics
Type: BOOK - Published: 2015-07-14 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Here is easy reference to a wealth of facts and formulae associated with Brownian motion, collecting in one volume more than 2500 numbered formulae. The book se
Stochastic Methods
Language: en
Pages: 0
Authors: Crispin Gardiner
Categories: Science
Type: BOOK - Published: 2010-10-19 - Publisher: Springer

DOWNLOAD EBOOK

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential eq