# 32 Best Books on Stochastic Models

«
»
We have compiled a list of the Best Reference Books on Stochastic Models, which are used by students of top universities, and colleges. This will help you choose the right book depending on if you are a beginner or an expert. Here is the complete list of Stochastic Models Books with their authors, publishers, and an unbiased review of them as well as links to the Amazon website to directly purchase them. If permissible, you can also download the free PDF books on Stochastic Models below.

## 3. Stochastic Modelling of Materials

 1."Heavy Traffic Analysis of Controlled Queueing and Communication Networks (Stochastic Modelling and Applied Probability)" by Harold Kushner “Heavy Traffic Analysis of Controlled Queueing and Communication Networks (Stochastic Modelling and Applied Probability)” Book Review: This book is designed for the engineering students, researchers and scientists. It basically deals with the traffic analysis of controlled queueing and communication networks. It also explains the applications of stochastic networks for both controlled and uncontrolled systems. Different models on stochastic differential equations are also explained. The topics which are covered are scheduling, admissions control and polling. It also focuses on the converging methods, limit processes and ergodic problems. 2."Modelling Stochastic Fibrous Materials with Mathematica® (Engineering Materials and Processes)" by William Wyatt Sampson “Modelling Stochastic Fibrous Materials with Mathematica® (Engineering Materials and Processes)” Book Review: This book is designed for the engineering students, researchers and scientists. It discusses the use of electrospun fibrous materials. It discusses the carbon fibrous materials in fuel cells. The structure of stochastic fibrous materials is also covered in this book. It also explains the techniques of statistical geometry and probabilistic modelling. It consists of solved examples, exercises and short questions at the end of the chapter. 3."Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability)" by Alan Bain and Dan Crisan “Fundamentals of Stochastic Filtering (Stochastic Modelling and Applied Probability)” Book Review: This book is designed for the engineering students, researchers and scientists. It discusses the treatment of the non-linear stochastic filtering problem. The theoretical analysis of numerical methods is also covered in this book. It also focuses on the measure theory, probability theory and the basics of stochastic processes. It consists of solved examples, exercises and short questions at the end of the chapter. 4."Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability)" by G George Yin and Qing Zhang “Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability)” Book Review: This book is designed for the physicists, researchers, students and scientists. It discusses the two-time-scale markov chains in discrete time. It explains the applications in optimization, control of complex systems in manufacturing. Along with the theoretical portions it also covers the practical applications of the discrete time markov chains.It consists of solved examples, exercises and short questions at the end of the chapter. 5."Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)" by Wendell H Fleming and Halil Mete Soner “Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability)” Book Review: This book is designed for the physicists, researchers, students and scientists. It covers the theory of viscosity solutions. It explains the introduction to optimal stochastic control for continuous time markov processes. It covers dynamic programming for deterministic optimal control problems. It focuses on the fundamental equation of dynamic programming. Along with the theoretical portions it also covers the practical applications of the markov processes. It also consists of solved examples, exercises and short questions at the end of the chapter. 6."Stochastic Modelling and Filtering" by Alfredo Germani “Stochastic Modelling and Filtering” Book Review: This book is designed for the students, researchers and scientists. It basically focuses on stochastic modelling and filtering. It also discusses control and information science. Along with the theoretical portions it also covers the practical applications of the stochastic modelling and filtering. It consists of solved examples, exercises and short questions at the end of the chapter. 7."Molecular Dynamics: With Deterministic and Stochastic Numerical Methods (Interdisciplinary Applied Mathematics)" by Ben Leimkuhler and Charles Matthews “Molecular Dynamics: With Deterministic and Stochastic Numerical Methods (Interdisciplinary Applied Mathematics)” Book Review: This book is designed for the students, researchers and scientists. It basically deals with the molecular dynamics. It focuses on the algorithms used for molecular dynamics simulation. It also covers the understanding the foundations of numerical methods.It explains the basic theory of hamiltonian mechanics and stochastic differential equations. It consists of solved examples, exercises and short questions at the end of the chapter. 8."Hybrid Switching Diffusions: Properties and Applications (Stochastic Modelling and Applied Probability)" by Chao Zhu and G George Yin “Hybrid Switching Diffusions: Properties and Applications (Stochastic Modelling and Applied Probability)” Book Review: This book is designed for the researchers, engineers, scientists. It discusses the development of regime-switching diffusions. The topics which are covered in this book are switching diffusion equations, ergodicity and two-time-scale processes. It basically deals with hybrid switching diffusions. It consists of solved examples, exercises and short questions at the end of the chapter. 9."Turbulence in Fluids: Stochastic and Numerical Modelling (Mechanics of Fluids and Transport Processes)" by Marcel Lesieur “Turbulence in Fluids: Stochastic and Numerical Modelling (Mechanics of Fluids and Transport Processes)” Book Review: This book is designed for the students of mechanical engineering, researchers and scientists. It explains the concepts of turbulence in fluids. It focuses on ocean dynamics and geostrophic theory. It covers the theories of fluid dynamics. It discusses the applications of the rotational fluid dynamics. It consists of solved examples, exercises and short questions at the end of the chapter. 10."Stochastic Modeling of Microstructures (Modeling and Simulation in Science, Engineering and Technology)" by Kazimierz Sobczyk and David J Kirkner “Stochastic Modeling of Microstructures (Modeling and Simulation in Science, Engineering and Technology)” Book Review: This book is designed for the students, chemist, researchers and scientists. The topics which are covered are media microstructure, statistical inference and probability and random variables. It also explains the microstructural modeling and stochastic process. The practical applications of the stochastic modeling of microstructures is also covered. It consists of solved examples, exercises and short questions at the end of the chapter. 11."Stochastic Models, Estimation and Control Vol.II" by P S Maybeck “Stochastic Models, Estimation and Control: Volume 2” Book Review: This book is built upon the foundations set in Volume 1 and explains optimal smoothing in addition to filtering and compensation of linear model inadequacies. The book also develops nonlinear stochastic system models to help elaborate the design of practical nonlinear estimation algorithms. An initial study of the important extended Kalman filter algorithm is also discussed. A description of adaptive estimation based upon linear models where uncertain parameters are embedded is also included. Numerous mathematical proofs and examples are also provided. Prerequisite knowledge of advanced calculus, differential equations, basic vector and matrix analysis on an engineering level is required. This book is intended for engineers as well as students and researchers studying in engineering courses. 12."Stochastic Models, Estimation and Control Vol.III" by P S Maybeck “Stochastic Models, Estimation and Control: Volume 3” Book Review: This book is a continuation of the Volumes 1 and 2 of the same series. The fundamentals of stochastic control and dynamic programming are introduced as a means of synthesizing optimal stochastic control laws. This is followed by LQG synthesis of controllers based upon linear system models, Gaussian noise models, and quadratic cost criteria for defining optimality. The book also develops practical nonlinear controllers using the concepts explained in Volumes 1 and 2. Numerous illustrations and examples are also provided. Prerequisite knowledge of advanced calculus, differential equations, basic vector and matrix analysis on an engineering level is required. This book is intended for engineers as well as students and researchers studying in engineering courses. 