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Theory and applications of stochastic processes [Book] : an analytical approach / Zeev Schuss.

By: Material type: TextTextSeries: Publication details: New York : Springer, c2010.Description: xvii, 468 p. : ill. ; 24 cmISBN:
  • 9781441916044 (hbk.)
  • 1441916040 (hbk.)
  • 1441916059 (ebk.)
  • 9781441916051 (ebk.)
Subject(s): DDC classification:
  • 519.22 22
Other classification:
  • 519.22
Summary: 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.
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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.

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