This book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques.
In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
From the contents: - Simulation. - Stability. Lyapunov Exponents and Stochastic Bifurcation. - Probability Vector Spaces and Statistics on Trajectories. - Resolution of Fokker-Planck Equation (FPE). - Wiener Filtering.