Stochastic Tools in Mathematics and Science

"Shastic Tools in Mathematics and Science" covers basic shastic tools used in physics, chemistry, engineering and the life sciences. The topics covered include conditional expectations, shastic processes, Brownian motion and its relation to partial differential equations, Langevin equations, the Liouville and Fokker-Planck equations, as well as Markov chain Monte Carlo algorithms, renormalization, basic statistical mechanics, and generalized Langevin equations and the Mori-Zwanzig formalism...