Applied Stochastic Analysis

Applied Stochastic Analysis
Details
- OL Work ID
- OL27397478W
Subjects
Stochastic analysisProbability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.).Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chainsProbability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equationsProbability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equationsStatistics -- Applications -- Applications to biology and medical sciencesStatistics -- Applications -- Applications to physicsNumerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methodsNumerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Random number generationStatistical mechanics, structure of matter -- Instructional exposition (textbooks, tutorial papers, etc.).Stochastische Analysis