Stochastic processes and applications :
Pavliotis, Grigorios A,
Stochastic processes and applications : diffusion processes, the fokker-planck and langevin equations / Grigorios A. Pavliotis. - xiii, 339 páginas : 29 ilustraciones, 23 ilustraciones en color. - Texts in Applied Mathematics, 60 0939-2475 ; .
Springer eBooks
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.
9781493913237
QA273.A1-274.9
Stochastic processes and applications : diffusion processes, the fokker-planck and langevin equations / Grigorios A. Pavliotis. - xiii, 339 páginas : 29 ilustraciones, 23 ilustraciones en color. - Texts in Applied Mathematics, 60 0939-2475 ; .
Springer eBooks
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.
9781493913237
QA273.A1-274.9