![Theory and Simulation of Random Phenomena Mathematical Foundations and Physical Applications]()
Theory and Simulation of Random Phenomena: Mathematical Foundations and Physical Applications by Ettore VitaliEnglish | PDF,EPUB | 2018 | 245 Pages | ISBN : 3319905147 | 7 MB
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 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.
