Lord / Kelly An Introduction to Stochastic Modeling

5. Auflage 2025
ISBN: 978-0-443-31553-4
Verlag: Elsevier Science & Techn.
Format: EPUB
Kopierschutz: 6 - ePub Watermark

E-Book, Englisch, 600 Seiten

An Introduction to Stochastic Modeling, Fifth Edition bridges the gap between basic probability and an intermediate level course in stochastic processes, serving as the foundation for either a one-semester or two-semester course in stochastic processes for students familiar with elementary probability theory and calculus. The objectives are to introduce students to the standard concepts and methods of stochastic modeling, to illustrate the rich diversity of applications of stochastic processes in the applied sciences, and to provide an integrated treatment of theory, applications and practical implementation. A well-regarded resource for many years, the text is an ideal foundation for a one-semester course in stochastic processes for students familiar with elementary probability theory and calculus. - Explores realistic applications from a variety of disciplines, including biological, chemical, and financial examples - Provides extensive end-of-chapter exercises sets with answers, as well as numerical illustrations and pseudo code/links to downloadable resources. - Presents new coverage on stochastic differential equations, Brownian motion, Martingale and Poisson processes - Includes computational examples, codes, and exercises that will empower students to explore concepts in a practical way • Offers online support, sample code and solutions to coding problems and access to code such as Python for students

Gabriel Lord is Professor of Applied Analysis at Radboud University Nijmegen in the Netherlands since 2019. Prior to this, he was a Professor at the Maxwell Institute in Edinburgh, UK which he joined after a couple of years in industry at the National Physical Laboratory, UK. His research is in applied and computational mathematics and in particular stochastic systems. He has co-authored Stochastic Methods in Neuroscience and An Introduction to Computational Stochastic PDEs.

Autoren/Hrsg.

Lord, Gabriel

Kelly, Cónall