Includes bibliographical references.
|Statement||J. Karatzas, D. Ocone (eds.).|
|Series||Lecture notes in control and information sciences ;, 177|
|Contributions||Karatzas, Ioannis., Ocone, D. 1953-|
|LC Classifications||QA274.2 .A663 1992|
|The Physical Object|
|Pagination||x, 311 p. ;|
|Number of Pages||311|
|ISBN 10||3540552960, 0387552960|
|LC Control Number||92008072|
Applied Stochastic Analysis Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability Book 57) - Kindle edition by Asmussen, Søren, Glynn, Peter W.. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Stochastic Simulation: Algorithms and Analysis (Stochastic /5(4). 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 . Applied Stochastic Processes is a collection of papers dealing with stochastic processes, stochastic equations, and their applications in many fields of science. One paper discusses stochastic systems involving randomness in the system itself that can be a large dynamical multi-input, multi-output system.
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International Journal of Stochastic Analysis has ceased publication and is no longer accepting submissions. All previously published articles are available through the Table of Contents. The journal is archived in Portico and via the LOCKSS initiative, which provides permanent archiving for electronic scholarly journals. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of It calculus, the central theorems in the field, and such approximation schemes as stochastic Runge-Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book starts with stochastic modelling of chemical reactions, introducing stochastic simulation algorithms and mathematical methods for analysis of stochastic models. Different stochastic spatio-temporal models are then studied, including models of diffusion and stochastic reaction-diffusion modelling. The series founded in and formerly entitled Applications of Mathematics published high-level research monographs that make a significant contribution to some field of application or methodology from stochastic analysis, while maintaining rigorous mathematical standards, and also displaying the expository quality to make them useful and accessible to doctoral students.