Rigorous treatment of stochastic dynamical systems requires a high level of technical effort. This effort, however, discourages students and researchers of applied sciences. As many applied problems ask for this framework, there is a need for non‐technical introductions to this topic, which is exactly the point the present work aims to accomplish. The book does not intend to only show simulation techniques and informal interpretations of simulated results, but rather to communicate the proper mathematical tools. A balance between informal explanations and precise mathematical statements is achieved by simultaneously introducing a wide range of the basic mathematical structures while quoting the fundamental theorems without proof (but with appropriate literature hints). The mathematical techniques become clear in many examples on the one hand, and in proving less demanding theorems on the other hand. The book focuses on stochastic differential equations and their treatment, while branching processes and interacting particle processes are not covered.The preface indicates that a profound basic education in elementary stochastics is required, up to some ideas about stochastic differential equations. In my opinion, the book provides enough material to allow students and applied scientists to catch up without a deep prior insight into these topics, though some
Biometrics – Wiley
Published: Jan 1, 2018
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.
All for just $49/month
Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly
Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.
Get unlimited, online access to over 18 million full-text articles from more than 15,000 scientific journals.
Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.
All the latest content is available, no embargo periods.
“Hi guys, I cannot tell you how much I love this resource. Incredible. I really believe you've hit the nail on the head with this site in regards to solving the research-purchase issue.”Daniel C.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud
“I must say, @deepdyve is a fabulous solution to the independent researcher's problem of #access to #information.”@deepthiw
“My last article couldn't be possible without the platform @deepdyve that makes journal papers cheaper.”@JoseServera