Stochastic Tools in Mathematics and Science

by Ole H. Hald and Alexandre J. Chorin

Book Overview

Stochastic Tools in Mathematics and Science covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized...

• Format: Paperback
• Language: English
• ISBN: 1489992650
• ISBN13: 9781489992659
• Release Date: June 2015
• Publisher: Springer
• Length: 200 Pages
• Weight: 0.68 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"