Probabilistic and Stochastic Methods in Analysis, with Applications.pdf

Probabilistic and Stochastic Methods in Analysis, with Applications

Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here. The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.

Apr 8, 2012 ... ... In; Reddit; CiteULike. View Table of Contents for Bayesian Analysis of Stochastic Process Models ... John Wiley & Sons, Ltd. Book Series:Wiley Series in Probability and Statistics ... Part Three : Applications. CHAPTER 7 ...

9401052395 ISBN
Englisch SPRACHE
Probabilistic and Stochastic Methods in Analysis, with Applications.pdf


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