Theory and simulation of random phenomena : mathematical foundations and physical applications / Ettore Vitali, Mario Motta, Davide Emilio Galli.

The 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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Vitali, Ettore (Author), Motta, Mario (Author), Galli, Davide Emilio (Author)
Format:	eBook
Language:	English
Published:	Cham, Switzerland : Springer, [2018]
Series:	UNITEXT for physics.
Subjects:	Stochastic processes. Stochastic analysis. Mathematical physics. Physics. Probabilities. Statistics.