书目名称 | Theory and Applications of Stochastic Processes |
副标题 | An Analytical Approa |
编辑 | Zeev Schuss |
视频video | http://file.papertrans.cn/924/923610/923610.mp4 |
概述 | A wealth of examples from physics, chemistry, biology and engineering.Treads a route between probabilists and physical scientists.Includes many physically relevant results and discussions.Includes sup |
丛书名称 | Applied Mathematical Sciences |
图书封面 |  |
描述 | .Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical...This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make probability theory in function space readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and asymptotic methods, rather than in probability and measure theory.. |
出版日期 | Textbook 2010 |
关键词 | Brownian motion; Markov; Markov process; Signal; communication; jump process; stochastic process |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4419-1605-1 |
isbn_softcover | 978-1-4614-2542-7 |
isbn_ebook | 978-1-4419-1605-1Series ISSN 0066-5452 Series E-ISSN 2196-968X |
issn_series | 0066-5452 |
copyright | Springer-Verlag New York 2010 |