Store besparelser
Hurtig levering
Fri fragt over 499,-
90 dages retur
Gemte
Log ind
0
Kurv
Kurv
Stochastic Processes and Applications
- Diffusion Processes, the Fokker-Planck and Langevin Equations
Engelsk
Bogcover for Stochastic Processes and Applications af Grigorios  A. Pavliotis, 9781493954797
Specifikationer
Sprog:
Engelsk
Sider:
339
ISBN-13:
9781493954797
Indbinding:
Paperback
ISBN-10:
1493954792
Kategori:
Udg. Dato:
23 aug 2016
Størrelse i cm:
15,5 x 23,3 x 2,5
Oplagsdato:
23 aug 2016
Forfatter(e):

Stochastic Processes and Applications

- Diffusion Processes, the Fokker-Planck and Langevin Equations
Engelsk
Paperback 2016
Format:

Bog beskrivelse

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 processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated.

The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

... Vis mere

Forlags Vejl. pris
524,24 kr
Hos Booktok
409 kr
spar 22%
Læg i kurv nu
Sikker betaling
90 dages retur
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
339
ISBN-13:
9781493954797
Indbinding:
Paperback
ISBN-10:
1493954792
Kategori:
Udg. Dato:
23 aug 2016
Størrelse i cm:
15,5 x 23,3 x 2,5
Oplagsdato:
23 aug 2016
Forfatter(e):
Finder produkter...
Kategori sammenhænge