Applied Stochastic Processes in Science and Engineering
by Matt Scott
Publisher: University of Waterloo 2013
Number of pages: 316
Description:
This book is designed as an introduction to the ideas and methods used to formulate mathematical models of physical processes in terms of random functions. Written for a senior undergraduate course offered to students with a suitably mathematical background.
Download or read it online for free here:
Download link
(5.4MB, PDF)
Similar books
![Book cover: Lectures on Singular Stochastic PDEs](images/10396.jpg)
by M. Gubinelli, N. Perkowski - arXiv
The aim is to introduce the basic problems of non-linear PDEs with stochastic and irregular terms. We explain how it is possible to handle them using two main techniques: the notion of energy solutions and that of paracontrolled distributions.
(6960 views)
![Book cover: Stochastic Differential Equations: Models and Numerics](images/10689.jpg)
by Anders Szepessy, et al. - KTH
The goal of this course is to give useful understanding for solving problems formulated by stochastic differential equations models in science, engineering and finance. Typically, these problems require numerical methods to obtain a solution.
(8218 views)
![Book cover: Lectures on Stochastic Differential Equations and Malliavin Calculus](images/7730.jpg)
by S. Watanabe - Tata Institute of Fundamental Research
The author's main purpose in these lectures was to study solutions of stochastic differential equations as Wiener functionals and apply to them some infinite dimensional functional analysis. This idea was due to P. Malliavin.
(10710 views)
![Book cover: Lectures on Stochastic Flows and Applications](images/7772.jpg)
by H. Kunita - Tata Institute Of Fundamental Research
The author presents basic properties of stochastic flows, specially of Brownian flows and their relations with local characteristics and with stochastic differential equations. Various limit theorems for stochastic flows are presented.
(9354 views)