Theory and Simulation of Random Phenomena

Theory and Simulation of Random Phenomena

Mathematical Foundations and Physical Applications

Galli, Davide Emilio; Vitali, Ettore; Motta, Mario

Springer International Publishing AG

06/2018

235

Dura

Inglês

9783319905143

15 a 20 dias

547

Descrição não disponível.
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Computational Physics graduate textbook;Stochastic differential equations and applications;Brownian motion;Markov chains;Applications to Mathematical Statistics;Conditional expectations in probability theory;Random variables and simulation;Quantum statistics