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Applied stochastic analysis /

E, Weinan, (1963-)

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Applied stochastic analysis /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Applied stochastic analysis // Weinan E, Tiejun Li, Eric Vanden-Eijnden.
Author:	E, Weinan,
other author:	Li, Tiejun,
Description:	1 online resource (xxi, 305 pages)
Subject:	Stochastic analysis. -
Online resource:	http://www.ams.org/gsm/199
Online resource:	https://doi.org/10.1090/gsm/199
ISBN:	9781470452414 (online)

Applied stochastic analysis /
E, Weinan,1963-

Applied stochastic analysis /[electronic resource] Weinan E, Tiejun Li, Eric Vanden-Eijnden. - 1 online resource (xxi, 305 pages) - Graduate Studies in Mathematics, v. 199.

Includes bibliographical references and index.

Random variables

Access is restricted to licensed institutions

Electronic reproduction.
Providence, Rhode Island :
American Mathematical Society.
2019

Mode of access : World Wide Web

ISBN: 9781470452414 (online)Subjects--Topical Terms:

533923
Stochastic analysis.

LC Class. No.: QA274.2 / .E23 2019

Dewey Class. No.: 519.2

Applied stochastic analysis /
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100 1 $a E, Weinan, $d 1963- $e author. $3 3775749
245 1 0 $a Applied stochastic analysis / $h [electronic resource] $c Weinan E, Tiejun Li, Eric Vanden-Eijnden.
264 1 $a Providence, Rhode Island : $b American Mathematical Society, $c [2019]
300 $a 1 online resource (xxi, 305 pages)
336 $a text $b txt $2 rdacontent
337 $a unmediated $b n $2 rdamedia
338 $a volume $b nc $2 rdacarrier
490 0 $a Graduate Studies in Mathematics, $v v. 199
504 $a Includes bibliographical references and index.
505 0 0 $t Random variables $t Limit theorems $t Markov chains $t Monte Carlo methods $t Stochastic processes $t Wiener process $t Stochastic differential equations $t Fokker-Planck equation $t Path integral $t Random fields $t Introduction to statistical mechanics $t Rare events $t Introduction to chemical reaction kinetics
506 1 $a Access is restricted to licensed institutions
533 $a Electronic reproduction. $b Providence, Rhode Island : $c American Mathematical Society. $d 2019
538 $a Mode of access : World Wide Web
588 $a Description based on print version record.
650 0 $a Stochastic analysis. $3 533923
650 7 $a Probability theory and stochastic processes -- Instructional exposition (textbooks, tutorial papers, etc.). $2 msc $3 3775514
650 7 $a Probability theory and stochastic processes -- Markov processes -- Computational methods in Markov chains. $2 msc $3 3775752
650 7 $a Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations. $2 msc $3 3775753
650 7 $a Probability theory and stochastic processes -- Stochastic analysis -- Computational methods for stochastic equations. $2 msc $3 3775754
650 7 $a Statistics -- Applications -- Applications to biology and medical sciences. $2 msc $3 3775755
650 7 $a Statistics -- Applications -- Applications to physics. $2 msc $3 3775756
650 7 $a Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Monte Carlo methods. $2 msc $3 3775757
650 7 $a Numerical analysis -- Probabilistic methods, simulation and stochastic differential equations -- Random number generation. $2 msc $3 3775758
650 7 $a Statistical mechanics, structure of matter -- Instructional exposition (textbooks, tutorial papers, etc.). $2 msc $3 3775759
700 1 $a Li, Tiejun, $d 1974- $e author. $3 3775750
700 1 $a Vanden-Eijnden, Eric, $d 1968- $e author. $3 3775751
776 0 $i Print version: $a E, Weinan, 1963- $t Applied stochastic analysis / $w (DLC) 2019000898 $x 1065-7339 $z 9781470449339
856 4 $3 Contents $u http://www.ams.org/gsm/199
856 4 $3 Contents $u https://doi.org/10.1090/gsm/199