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A wealth of examples from physics, chemistry, biology and engineering
Treads a route between probabilists and physical scientists
Includes many physically relevant results and discussions
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.
Content Level »Research
Keywords »Brownian motion - Markov - Markov process - Signal - communication - jump process - stochastic process