Applied Stochastic Analysis
Author:   Weinan E ,  Tiejun Li ,  Eric Vanden-Eijnden
Publisher:   American Mathematical Society
ISBN:  

9781470465698


Pages:   305
Publication Date:   30 May 2019
Format:   Paperback
Availability:   In Print   Availability explained
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Applied Stochastic Analysis


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Author:   Weinan E ,  Tiejun Li ,  Eric Vanden-Eijnden
Publisher:   American Mathematical Society
Imprint:   American Mathematical Society
ISBN:  

9781470465698


ISBN 10:   1470465698
Pages:   305
Publication Date:   30 May 2019
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Fundamentals: Random variables Limit theorems Markov chains Monte Carlo methods Stochastic processes Wiener process Stochastic differential equations Fokker-Planck equation Advanced topics: Path integral Random fields Introduction to statistical mechanics Rare events Introduction to chemical reaction kinetics Appendix Bibliography Index

Reviews

This book strikes a nice balance between mathematical formalism and intuitive arguments; a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. -Peter Rabinovitch, MAA Reviews


Author Information

Weinan E, Princeton University, NJ. Tiejun Li, Peking University, Beijing, China. Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.

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