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Theory and Applications of Stochastic Processes

An Analytical Approach

  • Zeev Schuss

Part of the Applied Mathematical Sciences book series (AMS, volume 170)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. Zeev Schuss
    Pages 63-91
  3. Zeev Schuss
    Pages 92-132
  4. Zeev Schuss
    Pages 176-206
  5. Zeev Schuss
    Pages 339-398
  6. Zeev Schuss
    Pages 399-441
  7. Back Matter
    Pages 442-468

About this book

Introduction

This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods.

The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.

Keywords

Brownian motion Markov Markov process Signal communication jump process stochastic process

Authors and affiliations

  • Zeev Schuss
    • 1
  1. 1.School of Mathematical ScienceTel Aviv UniversityTel AvivIsrael

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4419-1605-1
  • Copyright Information Springer Science+Business Media, LLC 2010
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4419-1604-4
  • Online ISBN 978-1-4419-1605-1
  • Series Print ISSN 0066-5452
  • Buy this book on publisher's site
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