Stochastic Tools in Mathematics and Science

• Main Authors: Chorin, Alexandre (Author), Hald, Ole H. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Edition: second.
• Series: Surveys and Tutorials in the Applied Mathematical Sciences ; 1
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Probabilities.; Continuum physics.; Statistical physics.; Dynamical systems.; Fluid mechanics.; Probability Theory and Stochastic Processes.; Statistical Physics, Dynamical Systems and Complexity.; Classical Continuum Physics.; Applications of Mathematics.; Engineering Fluid Dynamics.

Stochastic Tools in Mathematics and Science is an introductory book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relati...

Table of Contents:

• Preliminaries
• Probability
• Brownian Motion
• Stationary Stochastic Processes
• Statistical Mechanics
• Time-Dependent Statistical Mechanics.