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
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