Cargando…
Stochastic processes for physicists : understanding noisy systems /
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this te...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge. UK ; New York :
Cambridge University Press,
2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. with over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. |
|---|---|
| Descripción Física: | 1 online resource (xiii, 188 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 184-185) and index. |
| ISBN: | 9780511677366 0511677367 9780521765428 0521765420 9780511681851 0511681852 9780511815980 0511815980 1107713404 9781107713406 9786612778209 6612778202 0511678622 9780511678622 0511683839 9780511683831 0511679874 9780511679872 |