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
Stochastic Processesby Leif Mejlbro - BookBoon
In this book you will find the basic stochastic processes mathematics that is needed by engineers and university students. Topics such as elementary probability calculus, density functions and stochastic processes are illustrated.
(10010 views)
Lectures on Singular Stochastic PDEsby 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.
(6428 views)
Introduction to Stochastic Processesby Gordan Žitković - The University of Texas at Austin
Contents: Probability review; Mathematica in 15 minutes; Stochastic Processes; Simple random walk; Generating functions; Random walks - advanced methods; Branching processes; Markov Chains; The 'Stochastics' package; Classification of States; etc.
(7710 views)
Lectures on Topics in Stochastic Differential Equationsby Daniel W. Stroock - Tata Institute of Fundamental Research
The author's purpose in these lectures was to provide some insight into the properties of solutions to stochastic differential equations. In order to read these notes, one need only know the basic Ito theory of stochastic integrals.
(9751 views)