Stochastic Systems Uncertainty Quantification and Propagation

From the reviews:

“Monograph provides a broad overview over the power of stochastic systems on a high mathematical level. It is aimed at interested readers from various fields of science and practitioners … . provides the mathematical understanding to a broad spectrum of systems subject to randomness and a wast repertoire of techniques to tackle these phenomena. … great source for practitioners and scientists of various fields and will equip the reader with the knowledge to properly formulate his models and to derive the understanding of their behavior.” (Jan Gairing, Zentralblatt MATH, Vol. 1247, 2012)

“The book deals with theoretical and computational aspects of stochastic equations. … The book is self-contained and can be used for teaching graduate courses. … Each chapter has illustrative examples and end of chapter problems which are useful for preparing a graduate course or for readers who will use this book for self-education.” (Mikhail V. Tretyakov, Mathematical Reviews, January, 2013)

From the reviews:"Monograph provides a broad overview over the power of stochastic systems on a high mathematical level. It is aimed at interested readers from various fields of science and practitioners ... . provides the mathematical understanding to a broad spectrum of systems subject to randomness and a wast repertoire of techniques to tackle these phenomena. ... great source for practitioners and scientists of various fields and will equip the reader with the knowledge to properly formulate his models and to derive the understanding of their behavior." (Jan Gairing, Zentralblatt MATH, Vol. 1247, 2012)"The book deals with theoretical and computational aspects of stochastic equations. ... The book is self-contained and can be used for teaching graduate courses. ... Each chapter has illustrative examples and end of chapter problems which are useful for preparing a graduate course or for readers who will use this book for self-education." (Mikhail V. Tretyakov, Mathematical Reviews, January, 2013)