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...