Stochastic Tools in Mathematics and Science

This is an introductory and mathematically attractive book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. A special feature is the systematic analysis of memory effects.

---

This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.