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

By: E, Weinan, 1963- [author.]
Contributor(s): Li, Tiejun, 1974- [author.] | Vanden-Eijnden, Eric, 1968- [author.]
Material type: TextTextSeries: Graduate studies in mathematics ; volume 199Publisher: Providence, Rhode Island : American Mathematical Society, [2019]Description: xxi, 305 pages ; 26 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 9781470449339Subject(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.)DDC classification: 519.2 LOC classification: QA274.2 | .E23 2019Other classification: 60-01 | 60J22 | 60H10 | 60H35 | 62P10 | 62P35 | 65C05 | 65C10 | 82-01
List(s) this item appears in: New arrivals May 2020
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512 (Browse shelf) Checked out 08/09/2020 AT-ISTA#002050
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Includes bibliographical references and index.

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