**Author**: Jinqiao Duan

**Publisher:** Cambridge University Press

**ISBN:**

**Category:** Mathematics

**Page:** 307

**View:** 913

An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.

"Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work." -- American Journal of Physics

An Introduction to Stochastic Processes with Applications to Biology, Second Edition presents the basic theory of stochastic processes necessary in understanding and applying stochastic methods to biological problems in areas such as population growth and extinction, drug kinetics, two-species competition and predation, the spread of epidemics, and the genetics of inbreeding. Because of their rich structure, the text focuses on discrete and continuous time Markov chains and continuous time and state Markov processes. New to the Second Edition A new chapter on stochastic differential equations that extends the basic theory to multivariate processes, including multivariate forward and backward Kolmogorov differential equations and the multivariate Itô’s formula The inclusion of examples and exercises from cellular and molecular biology Double the number of exercises and MATLAB® programs at the end of each chapter Answers and hints to selected exercises in the appendix Additional references from the literature This edition continues to provide an excellent introduction to the fundamental theory of stochastic processes, along with a wide range of applications from the biological sciences. To better visualize the dynamics of stochastic processes, MATLAB programs are provided in the chapter appendices.

An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum points of view and stimulate further research in their unification. This is probably the first systematic attempt to weave classical probability theory into the quantum framework and provides a wealth of interesting features: The origin of Ito’s correction formulae for Brownian motion and the Poisson process can be traced to commutation relations or, equivalently, the uncertainty principle. Quantum stochastic integration enables the possibility of seeing new relationships between fermion and boson fields. Many quantum dynamical semigroups as well as classical Markov semigroups are realised through unitary operator evolutions. The text is almost self-contained and requires only an elementary knowledge of operator theory and probability theory at the graduate level. - - - This is an excellent volume which will be a valuable companion both to those who are already active in the field and those who are new to it. Furthermore there are a large number of stimulating exercises scattered through the text which will be invaluable to students. (Mathematical Reviews) This monograph gives a systematic and self-contained introduction to the Fock space quantum stochastic calculus in its basic form (...) by making emphasis on the mathematical aspects of quantum formalism and its connections with classical probability and by extensive presentation of carefully selected functional analytic material. This makes the book very convenient for a reader with the probability-theoretic orientation, wishing to make acquaintance with wonders of the noncommutative probability, and, more specifcally, for a mathematics student studying this field. (Zentralblatt MATH) Elegantly written, with obvious appreciation for fine points of higher mathematics (...) most notable is [the] author's effort to weave classical probability theory into [a] quantum framework. (The American Mathematical Monthly)

For students and professionals, this covers theory and methods for stochastic modelling and analysis of marine structures under environmental loads.

With emphasis on stochastic aspects of deterministic systems this short book introduces the reader to the basic facts and some special topics of applied ergodic theory. It adresses advanced undergraduate and graduate students from various disciplines, i.e. mathematicians, physicists, electrical and mechanical engineers. Based upon a sound (but non-technical) mathematical introduction, a number of typical examples from applications (mostly from mechanics) are thoroughly discussed. By studying both probabilistic and deterministic features of dynamical systems the reader will develop what might be considered a unified view on chaos and chance as two sides of the same thing.

A beginner’s guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of practitioners in fields for which population growth is a critical determinant of outcomes. However, the background requirements for studying SDEs can be daunting for those who lack the rigorous course of study received by math majors. Designed to be accessible to readers who have had only a few courses in calculus and statistics, this book offers a comprehensive review of the mathematical essentials needed to understand and apply stochastic growth models. In addition, the book describes deterministic and stochastic applications of population growth models including logistic, generalized logistic, Gompertz, negative exponential, and linear. Ideal for students and professionals in an array of fields including economics, population studies, environmental sciences, epidemiology, engineering, finance, and the biological sciences, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling: • Provides precise definitions of many important terms and concepts and provides many solved example problems • Highlights the interpretation of results and does not rely on a theorem-proof approach • Features comprehensive chapters addressing any background deficiencies readers may have and offers a comprehensive review for those who need a mathematics refresher • Emphasizes solution techniques for SDEs and their practical application to the development of stochastic population models An indispensable resource for students and practitioners with limited exposure to mathematics and statistics, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling is an excellent fit for advanced undergraduates and beginning graduate students, as well as practitioners who need a gentle introduction to SDEs. Michael J. Panik, PhD, is Professor in the Department of Economics, Barney School of Business and Public Administration at the University of Hartford in Connecticut. He received his PhD in Economics from Boston College and is a member of the American Mathematical Society, The American Statistical Association, and The Econometric Society.

This book is a beginning graduate-level introduction to neural networks which is divided into four parts.

Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equations and stochastic partial differential equations, such as the KPZ equation. This textbook presents the first thorough and easily accessible introduction to rough path analysis. When applied to stochastic systems, rough path analysis provides a means to construct a pathwise solution theory which, in many respects, behaves much like the theory of deterministic differential equations and provides a clean break between analytical and probabilistic arguments. It provides a toolbox allowing to recover many classical results without using specific probabilistic properties such as predictability or the martingale property. The study of stochastic PDEs has recently led to a significant extension – the theory of regularity structures – and the last parts of this book are devoted to a gentle introduction. Most of this course is written as an essentially self-contained textbook, with an emphasis on ideas and short arguments, rather than pushing for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis courses and has some interest in stochastic analysis. For a large part of the text, little more than Itô integration against Brownian motion is required as background.

Modeling and Applied Mathematics Modeling the behavior of real physical systems by suitable evolution equa tions is a relevant, maybe the fundamental, aspect of the interactions be tween mathematics and applied sciences. Modeling is, however, only the first step toward the mathematical description and simulation of systems belonging to real world. Indeed, once the evolution equation is proposed, one has to deal with mathematical problems and develop suitable simula tions to provide the description of the real system according to the model. Within this framework, one has an evolution equation and the re lated mathematical problems obtained by adding all necessary conditions for their solution. Then, a qualitative analysis should be developed: this means proof of existence of solutions and analysis of their qualitative be havior. Asymptotic analysis may include a detailed description of stability properties. Quantitative analysis, based upon the application ofsuitable methods and algorithms for the solution of problems, ends up with the simulation that is the representation of the dependent variable versus the independent one. The information obtained by the model has to be compared with those deriving from the experimental observation of the real system. This comparison may finally lead to the validation of the model followed by its application and, maybe, further generalization.