Könyv Stochastic Processes and Applications Grigorios Pavliotis

Stochastic Processes and Applications

Diffusion Processes, the Fokker-Planck and Langevin Equations

Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: Beszállítói készleten
Küldés 10-13 napon belül
30 731 Ft
The purpose of this book is to present various results and techniques from the theory of stochastic...

Információk a könyvről

Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
2014
oldal
339
EAN
9781493913220
ISBN
1493913220
Enbook ID
02723218
Súly
642
Méretek
164 x 241 x 19

Teljes leírás

The purpose of this book is to present various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The focus is mostly on analytical techniques, although numerical and statistical techniques for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Some specific applications, such as stochastic resonance and Brownian motors are also discussed. The book is intended for beginning graduate students in these disciplines. Prerequisites include ordinary and partial differential equations, linear algebra, elementary functional analysis and techniques from applied mathematics such as perturbation theory. Basic knowledge of scientific computing and of a programming language or matlab would certainly be very helpful. Some familiarity with probability theory and stochastic processes in discrete time is also helpful but not essential.

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