Stochastic tools in mathematics and science /

This introductory book on probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. The topics include conditional expectations, stochastic processes, Brownian motion and its relation to partial differential equations, Langevin equations,...

Full description

Bibliographic Details

Main Author:	Chorin, Alexandre Joel
Other Authors:	Hald, Ole H.
Format:	Book
Language:	English
Published:	New York : Springer Science + Business Media, Inc., [2006]
Series:	Surveys and tutorials in the applied mathematical sciences ; 1.
Subjects:	Stochastic processes.