A01=Eric Vanden-Eijnden
A01=Tiejun Li
A01=Weinan E
Author_Eric Vanden-Eijnden
Author_Tiejun Li
Author_Weinan E
Category=PBK
Category=PBT
Category=PBW
eq_isMigrated=0
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Product details
- ISBN 9781470465698
- Publication Date: 30 May 2019
- Publisher: American Mathematical Society
- Publication City/Country: US
- Product Form: Paperback
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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.
Weinan E, Princeton University, NJ.
Tiejun Li, Peking University, Beijing, China.
Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.
Tiejun Li, Peking University, Beijing, China.
Eric Vanden-Eijnden, Courant Institute of Mathematical Sciences, New York, NY.
