Stochastic Tools in Mathematics and Science

• Main Authors: Chorin, Alexandre J. (Author), Hald, Ole H. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Edition: 3rd ed. 2013.
• Series: Texts in Applied Mathematics, 58
• 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" 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 relation to partial differential equations, Langevin...