£61.99

Applied Stochastic Analysis (Graduate Studies in Mathematics)

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£62 today · all-time low £61 (Jun 2026) · usually £61

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Last 73 days · 73 data points (no recent data)

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£76.00 £59.27 £62.92 £66.57 £70.22 £73.87 £77.52 25 April 2026 13 May 2026 31 May 2026 18 June 2026 06 July 2026

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9 days 4 days · current 17 days 43 days 0 11 22 32 43 £61 £62 £63 £76 Days at Price

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Most common price: £76 (43 days, 58.9%)

Price range: £61 - £76

Price levels: 4 different prices over 73 days

Description

This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of stochastic analysis (probability theory and stochastic processes) as well as some important practical tools and applications (e.g., the connection with differential equations, numerical methods, path integrals, random fields, statistical physics, chemical kinetics, and rare events). The book strikes a nice balance between mathematical formalism and intuitive arguments, a style that is most suited for applied mathematicians. Readers can learn both the rigorous treatment of stochastic analysis as well as practical applications in modeling and simulation. Numerous exercises nicely supplement the main exposition.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
30 May 2019
Listed Since
13 December 2021

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No barcode data available

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