Applied stochastic analysis / Weinan E, Tiejun Li, Eric Vanden-Eijnden.

Bibliographic Details
Uniform Title:Graduate studies in mathematics ; v. 199.
Main Authors: E, Weinan, 1963- (Author)
Li, Tiejun, 1974- (Author)
Vanden-Eijnden, Eric, 1968- (Author)
Language:English
Published: Providence, Rhode Island : American Mathematical Society, [2019]
Series:Graduate studies in mathematics ; v. 199.
Subjects:
Stochastic analysis.
Probability theory and stochastic processes > Instructional exposition (textbooks, tutorial papers, etc.)
Probability theory and stochastic processes > Markov processes > Computational methods in Markov chains.
Probability theory and stochastic processes > Stochastic analysis > Stochastic ordinary differential equations.
Probability theory and stochastic processes > Stochastic analysis > Computational methods for stochastic equations.
Statistics > Applications > Applications to biology and medical sciences.
Statistics > Applications > Applications to physics.
Numerical analysis > Probabilistic methods, simulation and stochastic differential equations > Monte Carlo methods.
Numerical analysis > Probabilistic methods, simulation and stochastic differential equations > Random number generation.
Statistical mechanics, structure of matter > Instructional exposition (textbooks, tutorial papers, etc.)
Physical Description:xxi, 305 pages ; 27 cm.
Format: Book

MARC

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650 7 |a Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods.  |2 msc 
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