This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership.

Graduate standing, or permission of instructor. Statistics, and real analysis at the undergraduate engineering or mathematics level; graduate level probability and stochastic processes (IEMS 460-1); ...

Cellular dynamics are intrinsically noisy, so mechanistic models must incorporate stochasticity if they are to adequately model experimental observations. As well as intrinsic stochasticity in gene ...