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Applied stochastic analysis / Weinan E, Tiejun Li, Eric Vanden-Eijnden

Author: E, Weinan, 1963-
Published: Providence, Rhode Island : American Mathematical Society, [2019]
Physical Description: xxi, 305 pages ; 26 cm.
Additional Creators: Li, Tiejun, 1974- and Vanden-Eijnden, Eric, 1968-

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Series

Graduate studies in mathematics ; v. 199

Subject(s)

Stochastic analysis
Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.)
Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains
Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations
Statistics -- Applications -- Applications to biology and medical sciences
Statistics -- Applications -- Applications to physics
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods
Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Random number generation
Statistical mechanics, structure of matter -- Instructional exposition (textbooks, tutorial papers, etc.)

ISBN

9781470449339 hardcover alkaline paper
1470449331 hardcover alkaline paper

Bibliography Note

Includes bibliographical references and index.

View MARC record | catkey: 27051574