Stochastic processes

[PhDP]

I would like to have a good book to understand markov chains and stochastic differential equations, I'm really not interested in proofs, I would prefer an emphasis on application.

 

There's many books on the subject, I don't really know which one I should take, somebody has a suggestion ?

[bascule]

I'd also be interested

[PhDP]

I'm interested in stochastic processes because of their application to both ecology and evolutionary genetics, you ?

[Bignose]

I like Handbook of Stochastic Methods by Crispin W. Gardiner. The title makes it sound like it is very proof-orientated, but it is pretty applications-driven. As an engineer, I usually skip a lot of the larger proofs myself, and it wasn't necessary in this book.

 

I also like Stochastic Processes in Physics and Chemistry by N. G. Van Kampen. Very applications driven, this book, which has just had a new edition published, really is a classic in the field.

[bascule]

I'm interested in stochastic processes because of their application to both ecology and evolutionary genetics, you ?

 

I'm interested in solving a combinatorial optimization problem

[Country Boy]

I like Handbook of Stochastic Methods by Crispin W. Gardiner. The title makes it sound like it is very proof-orientated, but it is pretty applications-driven.

 

That's interesting- I would have thought just the opposite! The "Handbook" and reference to "Methods" would make me think it was NOT theoretical but devoted to applications.

[PhDP]

Thank you very much BigNose, I think I'll try the "Handbook"