Książka Stochastic Processes for Physicists Kurt Jacobs

Stochastic Processes for Physicists

Autor: Kurt Jacobs
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
260.71
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, c...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2010
strony
204
EAN
9780521765428
ISBN
0521765420
Enbook ID
04095204
Waga
516
Wymiary
181 x 255 x 15

Pełny opis

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.

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