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Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations
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Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations pdf epub mobi 圖書描述

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.

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載

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發表於2024-06-28

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載


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isbn號碼:9781493913220
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圖書標籤: 英文原版  統計  物理  數學  教材  probability  Statistics  SDE   

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載
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Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations 2024 pdf epub mobi 電子書 下載

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