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000843539 020__ $$a9783319905150$$qelectronic book
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000843539 0247_ $$a10.1007/978-3-319-90515-0$$2doi
000843539 035__ $$aSP(OCoLC)on1040613610
000843539 035__ $$aSP(OCoLC)1040613610
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000843539 08204 $$a530.15/923$$223
000843539 08204 $$a530.15$$223
000843539 1001_ $$aVitali, Ettore,$$eauthor.
000843539 24510 $$aTheory and simulation of random phenomena :$$bmathematical foundations and physical applications /$$cEttore Vitali, Mario Motta, Davide Emilio Galli.
000843539 264_1 $$aCham, Switzerland :$$bSpringer,$$c[2018]
000843539 300__ $$a1 online resource.
000843539 336__ $$atext$$btxt$$2rdacontent
000843539 337__ $$acomputer$$bc$$2rdamedia
000843539 338__ $$aonline resource$$bcr$$2rdacarrier
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000843539 4901_ $$aUNITEXT for Physics
000843539 5050_ $$a1 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.
000843539 506__ $$aAccess limited to authorized users.
000843539 520__ $$aThe purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.
000843539 588__ $$aDescription based on online resource; title from digital title page (viewed on July 18, 2018).
000843539 650_0 $$aStochastic processes.
000843539 650_0 $$aStochastic analysis.
000843539 650_0 $$aMathematical physics.
000843539 7001_ $$aMotta, Mario,$$eauthor.
000843539 7001_ $$aGalli, Davide Emilio,$$eauthor.
000843539 77608 $$iPrint version: $$z9783319905143
000843539 830_0 $$aUNITEXT for physics.
000843539 852__ $$bebk
000843539 85640 $$3SpringerLink$$uhttps://univsouthin.idm.oclc.org/login?url=http://link.springer.com/10.1007/978-3-319-90515-0$$zOnline Access$$91397441.1
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000843539 980__ $$aEBOOK
000843539 980__ $$aBIB
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