Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations /

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion proce...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Pavliotis, Grigorios A. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:Texts in Applied Mathematics, 60
Temas:
Probabilities.
Differential equations.
Mechanics, Applied.
Mathematical physics.
Probability Theory.
Differential Equations.
Engineering Mechanics.
Theoretical, Mathematical and Computational Physics.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Stochastic Processes
  • Diffusion Processes
  • Introduction to Stochastic Differential Equations
  • The Fokker-Planck Equation
  • Modelling with Stochastic Differential Equations
  • The Langevin Equation
  • Exit Problems for Diffusions
  • Derivation of the Langevin Equation
  • Linear Response Theory
  • Appendix A Frequently Used Notations
  • Appendix B Elements of Probability Theory.

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