TY  - BOOK
AU  - Holmes-Cerfon,Miranda
TI  - Applied stochastic analysis 
T2  - Courant lecture notes
SN  - 9781470478391 (PB)
PY  - 2024///
CY  - New York
PB  - Courant Institute of Mathematical Sciences  , American Mathematical Society
KW  - Stochastic analysis
KW  - Stochastic integrals
KW  - Markov processes
KW  - Probability theory and stochastic processes -- Markov processes -- Markov chains (discrete-time Markov processes on discrete state spaces)
KW  - Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.)
KW  - Probability theory and stochastic processes -- Stochastic processes -- Foundations of stochastic processes
KW  - Probability theory and stochastic processes -- Stochastic processes -- General theory of processes
KW  - Probability theory and stochastic processes -- Stochastic analysis -- Stochastic integrals
KW  - Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations
KW  - Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations
KW  - Probability theory and stochastic processes -- Markov processes -- Continuous-time Markov processes on general state spaces
KW  - Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods
KW  - Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Stochastic differential and integral equations
N1  - Includes Index; Includes bibliography (p. 227-231)  and references
N2  - 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
ER  -