This book has been written for undergraduate and graduate students in various areas of mathematics and its applications. It is for students who are willing to get acquainted with Bayesian approach to computational science but not necessarily to go through the full immerson into the statistical analysis. It has also been written for researchers working in areas where mathematical and statistical modeling are of central importance, such as biology and engineering.
Chorin, A., & Hald, O. H. (2009). Stochastic Tools in Mathematics and Science. Stochastic Tools in Mathematics and Science. Springer New York. https://doi.org/10.1007/978-1-4419-1002-8