Handbook of Stochastic Analysis and Applications
Title | Handbook of Stochastic Analysis and Applications PDF eBook |
Author | D. Kannan |
Publisher | CRC Press |
Pages | 808 |
Release | 2001-10-23 |
Genre | Mathematics |
ISBN | 1482294702 |
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Handbook of Stochastic Analysis and Applications
Title | Handbook of Stochastic Analysis and Applications PDF eBook |
Author | D. Kannan |
Publisher | CRC Press |
Pages | 800 |
Release | 2001-10-23 |
Genre | Mathematics |
ISBN | 9780824706609 |
An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.
Applied Stochastic Analysis
Title | Applied Stochastic Analysis PDF eBook |
Author | Weinan E |
Publisher | American Mathematical Soc. |
Pages | 305 |
Release | 2021-09-22 |
Genre | Education |
ISBN | 1470465698 |
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The 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. Numerous exercises nicely supplement the main exposition.
Stochastic Methods
Title | Stochastic Methods PDF eBook |
Author | Crispin Gardiner |
Publisher | Springer |
Pages | 0 |
Release | 2010-10-19 |
Genre | Science |
ISBN | 9783642089626 |
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Stochastic Analysis and Applications
Title | Stochastic Analysis and Applications PDF eBook |
Author | Mark A. Pinsky |
Publisher | CRC Press |
Pages | 476 |
Release | 2020-10-15 |
Genre | Mathematics |
ISBN | 1000146200 |
This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.
Stochastic Analysis and Applications in Physics
Title | Stochastic Analysis and Applications in Physics PDF eBook |
Author | Ana Isabel Cardoso |
Publisher | Springer Science & Business Media |
Pages | 480 |
Release | 1994 |
Genre | Mathematics |
ISBN |
The intensive exchange between mathematicians and users has led in recent years to a rapid development of stochastic analysis. Of the users, the physicists form perhaps the most important group, giving direction to the mathematicians' research and providing a source of intuition. White noise analysis has emerged as a viable framework for stochastic and infinite dimensional analysis. Another growth area is the theory of stochastic partial differential equations. Gauge field theories are attracting increasing attention. Dirichlet forms provide a fruitful link between the mathematics of Markov processes and the physics of quantum systems. The deterministic-stochastic interface is addressed, as are Euclidean quantum mechanics, excursions of diffusions and the convergence of Markov chains to thermal states.
Handbook of Stochastic Methods
Title | Handbook of Stochastic Methods PDF eBook |
Author | Crispin W. Gardiner |
Publisher | Springer Verlag |
Pages | 442 |
Release | 1985-01-01 |
Genre | Mathematics |
ISBN | 9783540616344 |