Stochastic Processes and Applications

Name: Stochastic Processes and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781493913220
Price: 331.2 PLN
Availability: InStock

Diffusion Processes, the Fokker-Planck and Langevin Equations

Autor: Grigorios Pavliotis

Język:

Oprawa: Twarda

Wydawca: Springer-Verlag New York Inc.

Dostępność: Dostępna u dostawcy

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The purpose of this book is to present various results and techniques from the theory of stochastic...

Informacje o książce

Autor

Grigorios Pavliotis

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2014

strony

339

EAN

9781493913220

ISBN

1493913220

Enbook ID

02723218

Wydawca

Springer-Verlag New York Inc.

Waga

642

Wymiary

164 x 241 x 19

Pełny opis

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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Stochastic Processes and Applications

Diffusion Processes, the Fokker-Planck and Langevin Equations

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