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 |
Tabla de Contenidos:
- A review of probability theory
- Differential equations
- Stochastic equations with Gaussian noise
- Further properties of stochastic processes
- Some applications of Gaussian noise
- Numerical methods for Gaussian noise
- Fokker-Planck equations and reaction-diffusion systems
- Jump processes
- Levy processes
- Modern probability theory
- Appendix A: Calculating Gaussian integrals.