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" Applied stochastic analysis / "
Weinan E, Tiejun Li, Eric Vanden-Eijnden.
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BL
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| Record Number
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850323
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| Main Entry
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E, Weinan,1963-
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| Title & Author
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Applied stochastic analysis /\ Weinan E, Tiejun Li, Eric Vanden-Eijnden.
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| Publication Statement
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Providence, Rhode Island :: American Mathematical Society,, [2019]
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| Series Statement
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Graduate studies in mathematics ;; 199
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| Page. NO
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xxi, 305 pages ;; 26 cm.
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| ISBN
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1470449331
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: 9781470449339
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Subject
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Stochastic analysis.
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| Subject
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Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods.
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Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Random number generation.
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Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.).
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Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains.
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Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations.
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Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations.
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Statistical mechanics, structure of matter -- Instructional exposition (textbooks, tutorial papers, etc.).
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Statistics -- Applications -- Applications to biology and medical sciences.
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Statistics -- Applications -- Applications to physics.
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Stochastic analysis.
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Stochastische Analysis
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| Dewey Classification
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519.2
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| LC Classification
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QA274.2.E23 2019
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| NLM classification
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60-0160J2260H1060H3562P1062P3565C0565C1082-01msc
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82-01.msc
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| Added Entry
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Li, Tiejun,1974-
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Vanden-Eijnden, Eric,1968-
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