Springer, 2014. — 175 p. The purpose of the course held at the CISM in Udine (2-6 July 2012) was to provide a general and unified framework in which stochastic processes are presented as modelling tools for various issues in physics, chemistry and engineering with a particular focus on fluid mechanics. The aim was therefore to develop what can referred to as Stochastic Modelling for a whole range of applications. It is a middle-of-the-road approach between rigorous mathematical studies (which aim at proving properties on stochastic processes) and the various physical and engineering studies (which aim at using directly some properties of stochastic processes for specific issues). In that respect, the purpose of the course was to propose a mathematically correct but yet simplified picture of the key aspects and properties of stochastic processes so that they can be manipulated without risks of slipping into mistakes and applied to provide insights into physical situations and practical problems.
Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.