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Applied stochastic analysis

By: Material type: TextTextLanguage: English Series: Courant lecture notes ; Vol. 33Publication details: New York Courant Institute of Mathematical Sciences American Mathematical Society 2024Description: xiii, 236pISBN:
  • 9781470478391 (PB)
Subject(s): Summary: This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Suitable for students and researchers in applied mathematics and related disciplines, this book prepares readers to solve concrete problems arising in physically motivated models. The author's practical approach avoids measure theory while retaining rigor for cases where it helps build techniques or intuition.
Item type: BOOKS List(s) this item appears in: New Arrivals (16 January 2025)
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Home library Call number Materials specified Status Date due Barcode
IMSc Library 519.216-7 HOL (Browse shelf(Opens below)) Checked out 02/08/2025 78334

Includes Index

Includes bibliography (p. 227-231) and references

This textbook introduces the major ideas of stochastic analysis with a view to modeling or simulating systems involving randomness. Suitable for students and researchers in applied mathematics and related disciplines, this book prepares readers to solve concrete problems arising in physically motivated models. The author's practical approach avoids measure theory while retaining rigor for cases where it helps build techniques or intuition.

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The Institute of Mathematical Sciences, Chennai, India