01646aam a2200169 4500008004500000020001800045082001700063100001800080245004000098260004700138300001500185440004300200520117400243650001801417650002501435650001601460170522b2015 xxu||||| |||| 00| 0 eng d a9781107428201 a519.23bD8I6 aDuan, Jinqiao aIntroduction to stochastic dynamics bCambridge university pressc2015aNew York aix, 291 p. aCambridge texts in applied mathematics aThe mathematical theory of stochastic dynamics has become an important tool in the modeling of uncertainty in many complex biological, physical, and chemical systems and in engineering applications - for example, gene regulation systems, neuronal networks, geophysical flows, climate dynamics, chemical reaction systems, nanocomposites, and communication systems. It is now understood that these systems are often subject to random influences, which can significantly impact their evolution. This book serves as a concise introductory text on stochastic dynamics for applied mathematicians and scientists. Starting from the knowledge base typical for beginning graduate students in applied mathematics, it introduces the basic tools from probability and analysis and then develops for stochastic systems the properties traditionally calculated for deterministic systems. The book's final chapter opens the door to modeling in non-Gaussian situations, typical of many real-world applications. Rich with examples, illustrations, and exercises with solutions, this book is also ideal for self-study.
http://www.cambridge.org/catalogue/catalogue.asp?isbn=9781107428201
aProbabilities aStochastic processes aMathematics