**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

**Lectures on Stochastic Flows and Applications**

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.

(

**8963**views)

**Stochastic Processes**

by

**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.

(

**10212**views)

**Stochastic Differential Equations: Models and Numerics**

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.

(

**7807**views)

**Synchronization and Linearity: An Algebra for Discrete Event Systems**

by

**F. Baccelli, G. Cohen, G. J. Olsder, J. Quadrat**-

**John Wiley & Sons**

Presents new modelling and analysis techniques for the description of discrete event dynamic systems. Created within the text is a calculus which allows the derivation of analytical tools for computing the time behavior of this type of system.

(

**13889**views)