An Introduction to Stochastic Dynamics by Jinqiao Duan - 9781107075399

An Introduction to Stochastic DynamicsAuthor(s): Jinqiao Duan\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9781107075399, 978-1107075399\nSynopsis\nThe mathematical theory of stochastic dynamics has become an important tool in the modeling of uncertainty in many complex biological, physical, and chemical systems and in engineering applications - for example, gene regulation systems, neuronal networks, geophysical flows, climate dynamics, chemical reaction systems, nanocomposites, and communication systems. It is now understood that these systems are often subject to random influences, which can significantly impact their evolution. This book serves as a concise introductory text on stochastic dynamics for applied mathematicians and scientists. Starting from the knowledge base typical for beginning graduate students in applied mathematics, it introduces the basic tools from probability and analysis and then dev.