Theory and Simulation of Random Phenomena Mathematical Foundations and Physical Applications /

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which...

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Hlavní autor: Vitali, Ettore (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: Cham : Springer International Publishing, 2018.
Vydání:1st ed. 2018.
Edice:UNITEXT for Physics,
Témata:
Physics.
Probabilities.
Statistics .
Mathematical physics.
ISBN:9783319905150
ISSN:2198-7882
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Obsah:
  • 1 Review of Probability Theory
  • 2 Applications to Mathematical Statistics
  • 3 Conditional Probability and Conditional Expectation
  • 4 Markov Chains
  • 5 Sampling of Random Variables and Simulation
  • 6 Brownian Motion
  • 7 Introduction to Stochastic Calculus and Ito Integral
  • 8 Introduction to Stochastic Differential Equations and Applications
  • Bibliography
  • Solutions. .

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