Stochastic Tools in Mathematics and Science (Surveys and Tutorials in the Applied Mathematical Sciences)
From the reviews of the first edition:"The book is well-written and provides a very useful introduction to various areas of applications of stochastic processes." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1086, 2006)"The authors write … that this book is based on lecture notes for graduate courses on ‘the stochastic methods of applied mathematics’. Their aim is … to show various applications of probability to mathematics students and, on the other hand, to introduce nonmathematical students to the general ideas of probabilistic methods. … This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." (Mikhail V. Tretyakov, Mathematical Reviews, Issue 2006 j)"Chorin and Hald provide excellent explanations with considerable insight and deep mathematical understanding, especially toward the end of the book in the context of simplified versions of the famous statistical mechanics models of Isign and of Mori and Zwanzig."(SIAM Review)