Theory and applications of stochastic processes an analytical approach /
Schuss, Zeev, 1937-
Theory and applications of stochastic processes an analytical approach / [Book] : Zeev Schuss. - New York : Springer, c2010. - xvii, 468 p. : ill. ; 24 cm. - Applied mathematical sciences, v. 170 0066-5452 ; .
This book offers an analytical approach to shastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.
All.
9781441916044 (hbk.) 1441916040 (hbk.) 1441916059 (ebk.) 9781441916051 (ebk.)
GBA999850 bnb
015391625 Uk
Stochastic processes.
Diffusion processes.
Science--Mathematics.
519.22
Theory and applications of stochastic processes an analytical approach / [Book] : Zeev Schuss. - New York : Springer, c2010. - xvii, 468 p. : ill. ; 24 cm. - Applied mathematical sciences, v. 170 0066-5452 ; .
This book offers an analytical approach to shastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.
All.
9781441916044 (hbk.) 1441916040 (hbk.) 1441916059 (ebk.) 9781441916051 (ebk.)
GBA999850 bnb
015391625 Uk
Stochastic processes.
Diffusion processes.
Science--Mathematics.
519.22