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Theory and Applications of Stochastic Processes: An Analytical Approach

by Zeev Schuss
Save 35% Save 35%
Current price ₹4,774.00
Original price ₹7,344.00
Original price ₹7,344.00
Original price ₹7,344.00
(-35%)
₹4,774.00
Current price ₹4,774.00

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Book cover type: Paperback
  • ISBN13: 9781461425427
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 468
  • Original Price: EUR 64.99
  • Language: English
  • Edition: 2010
  • Item Weight: 730 grams
  • BISAC Subject(s): Probability & Statistics / General, Applied, and Physics / Mathematical & Computational

From the Back Cover

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.

The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.

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