Stochastic Tools In Mathematics And Science

This is an introductory book on probability-based modeling. This book covers stochastic tools used in physics, chemistry, engineering and the life sciences. The... » 

This is an introductory book on probability-based modeling. This book covers stochastic tools used in physics, chemistry, engineering and the life sciences. The topicscovered include conditional expectations, stochastic processes, Brownian motion, and more. The book is based on lecture notes from a class that has attracted graduate and advanced graduate students from mathematics at the University of California. Each chapter is followed by exercises. «