Pavliotis, Grigorios A, <br/><br/>
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 ; .
<br/><br/> Springer eBooks 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781493913237 
<br/><br/><label>LC Class. No.: </label>QA273.A1-274.9