Logo - springer
Slogan - springer

Mathematics - Probability Theory and Stochastic Processes | Stochastic World

Stochastic World

Stepanov, Sergey S.

2013, X, 339 p. 70 illus., 32 illus. in color.

Available Formats:

Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.

You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.

After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.


(net) price for USA

ISBN 978-3-319-00071-8

digitally watermarked, no DRM

Included Format: PDF

download immediately after purchase

learn more about Springer eBooks

add to marked items


Hardcover version

You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.

Standard shipping is free of charge for individual customers.


(net) price for USA

ISBN 978-3-319-00070-1

free shipping for individuals worldwide

usually dispatched within 3 to 5 business days

add to marked items

  • Requires only minimum prior knowledge of probability theory
  • Ideally suited for professionals who want to quickly grasp the material
  • Contains problems with detailed solutions in the appendix
  • Written by an expert in the field
This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling. Numerous examples of practical applications of the stochastic mathematics are considered in detail, ranging from physics to the financial theory.  A reader with basic knowledge of the probability theory should have no difficulty in accessing the book content.

Content Level » Research

Keywords » Brownian Motion - Feller Process - Fokker-Planck Equation - Ito Calculus - Ito Lemma - Ornstein-Uhlenbeck Process - Random Processes - Stochastic Oscillator

Related subjects » Physical & Information Science - Probability Theory and Stochastic Processes - Social Sciences & Law - Theoretical, Mathematical & Computational Physics - Theoretical Computer Science

Table of contents 

Random Events.- Stochastic Equations.- Mean Values.- Probabilities.- Stochastic Integrals.- Systems of Equations.- Stochastic Nature.- Stochastic Society.- Computer Modeling.

Popular Content within this publication 



Read this Book on Springerlink

Services for this book

New Book Alert

Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.