Stochastic Processes and Applications Diffusion Processes, the Fokker-Planck and Langevin Equations /

• Κύριος συγγραφέας: Pavliotis, Grigorios A. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2014.
• Σειρά: Texts in Applied Mathematics, 60
• Θέματα: Mathematics.; Partial differential equations.; Probabilities.; Physics.; Mechanics.; Mechanics, Applied.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Theoretical and Applied Mechanics.; Theoretical, Mathematical and Computational Physics.

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion proce...

Πίνακας περιεχομένων:

• Stochastic Processes
• Diffusion Processes
• Introduction to Stochastic Differential Equations
• The Fokker-Planck Equation
• Modelling with Stochastic Differential Equations
• The Langevin Equation
• Exit Problems for Diffusions
• Derivation of the Langevin Equation
• Linear Response Theory
• Appendix A Frequently Used Notations
• Appendix B Elements of Probability Theory.