Stochastic Tools in Mathematics and Science

DOI10.1007/978-1-4614-6980-3zbMath1384.60001OpenAlexW1528094205MaRDI QIDQ4912480

Ole Hansen Hald, Alexandre Joel Chorin

Publication date: 4 April 2013

Published in: Texts in Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-6980-3

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)

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