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

• Main Author: Pavliotis, Grigorios A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2014.
• Series: Texts in Applied Mathematics, 60
• Subjects: 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...