Theory and simulation of random phenomena : mathematical foundations and physical applications /: mathematical foundations and physical applications. ([2018])

• Record Type: Book
• Further Information: Note: Ettore Vitali, Mario Motta, Davide Emilio Galli.
• Authors: Vitali, Ettore; Motta, Mario; Galli, Davide Emilio
• Contents: 1 Review of Probability Theory -- 2 Applications to Mathematical Statistics -- 3 Conditional Probability and Conditional Expectation -- 4 Markov Chains -- 5 Sampling of Random Variables and Simulation -- 6 Brownian Motion -- 7 Introduction to Stochastic Calculus and Ito Integral -- 8 Introduction to Stochastic Differential Equations and Applications -- Bibliography -- Solutions.
• Publisher Details: Cham, Switzerland : Springer
• Publication Date: 2018
• Copyright Date: 2018
• Extent: 1 online resource (xiii, 235 pages)
• Subjects: 530.15/923; 530.15; Physics; Stochastic processes; Stochastic analysis; Mathematical physics; Mathematical physics; Physics; Probabilities; Statistics; Mathematics -- Probability & Statistics -- General; Mathematics -- Applied; Science -- Mathematical Physics; Probability & statistics; Mathematical modelling; Mathematical physics; Distribution (Probability theory); Mathematical statistics; Electronic books
• Languages: English
• ISBNs: 9783319905150; 3319905155
• Related ISBNs: 9783319905143; 3319905147
• Notes: Note: Includes bibliographical references.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.