Theory and applications of stochastic processes : an analytical approach / Zeev Schuss
Type de document : Livre numériqueCollection : Applied mathematical sciences, 170Langue : anglais.Éditeur : New York : Springer, cop. 2010ISBN: 9781441916044.ISSN: 0066-5452.Sujet MSC : 60G05, Probability theory and stochastic processes, Foundations of stochastic processes60F10, Limit theorems in probability theory, Large deviations
60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
60H05, Probability theory and stochastic processes - Stochastic analysis, Stochastic integrals
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equationsEn-ligne : Springerlink | zbMath | MSN
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This book provides a new insight into stochastic processes for those who are not primarily probabilists and prefer a more physical approach to this theory. In this spirit the main emphasis is not on the mathematical theory but more on its usefulness to (mostly physical) applications. Definitions and new notions are often given as generalizations after motivating examples. With this method also comes a vast amount of examples and exercises throughout all chapters. ... (zbMath)
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