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.

About the Author

Weinan E: Princeton University, Princeton, NJ, Tiejun Li: Peking University, Beijing, China, Eric Vanden-Eijnden: Courant Institute of Mathematical Sciences, New York, NY

"About this title" may belong to another edition of this title.

Store Description

We specialise in General Interest Books from South Asian countries.

Visit Seller's Storefront

Seller's business information

BOOKS AND PERIODICALS AGENCY LTD
90 Barnet Gate Lane, Barnet, EN5 2AX, United Kingdom

Sale & Shipping Terms

Terms of Sale

Returns accepted if you are not satisfied with the Service or Book.

Shipping Terms

Best packaging and fast delivery

Shipping rates from United Kingdom to U.S.A.

Shipping rates from United Kingdom to U.S.A.
Order quantity	14 to 45 business days	5 to 10 business days
First item	US$ 8.76	US$ 13.28

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.