[PDF.50uo] Stochastic Tools in Mathematics and Science (Surveys and Tutorials in the Applied Mathematical Sciences)
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Stochastic Tools in Mathematics and Science (Surveys and Tutorials in the Applied Mathematical Sciences)
Alexandre Chorin, Ole H. Hald
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| #5273022 in Books | Springer | 2009-08-03 | Original language:English | PDF # 1 | 9.75 x.39 x6.75l,.56 | File type: PDF | 172 pages | ||5 of 5 people found the following review helpful.| A great "user's guide" to stochastic calculus and its important applications|By SeferTech|This is an excellent user's guide to stochastic calculus and its important applications. I say excellent because it is well-written (clear and easy to read with a focus on the essentials as previous review said). I say "user's guide" because the author's get down to the nut's and bolt's||From the reviews: "The book is well-written and provides a very useful introduction to various areas of applications of stochastic processes." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1086, 2006) "The authors write … that this book is based on lecture n
This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
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