Theory and Applications of Stochastic Processes An Analytical Approach /

• Main Author: Schuss, Zeev (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2010.
• Series: Applied Mathematical Sciences, 170
• Subjects: Mathematics.; Mathematical models.; Probabilities.; Statistical physics.; Dynamical systems.; Applied mathematics.; Engineering mathematics.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.; Statistical Physics, Dynamical Systems and Complexity.; Appl.Mathematics/Computational Methods of Engineering.

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 differenti...