Stochastic processes and applications : diffusion processes, the fokker-planck and langevin equations / Grigorios A. Pavliotis.
Tipo de material:
TextoSeries Texts in Applied Mathematics ; 60Editor: New York, NY : Springer New York : Springer, 2014Descripción: xiii, 339 páginas : 29 ilustraciones, 23 ilustraciones en colorTipo de contenido: - texto
- computadora
- recurso en línea
- 9781493913237
- QA273.A1-274.9
Contenidos:
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.
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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.
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