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Stochastic Processes for Physicists: Understanding Noisy Systems

Kurt Jacobs
Publisher: 
Cambridge University Press
Publication Date: 
2010
Number of Pages: 
188
Format: 
Hardcover
Price: 
45.00
ISBN: 
9780521765428
Category: 
Textbook
We do not plan to review this book.

1. A review of probability theory; 2. Differential equations; 3. Stochastic equations with Gaussian noise; 4. Further properties of stochastic processes; 5. Some applications of Gaussian noise; 6. Numerical methods for Gaussian noise; 7. Fokker-Planck equations and reaction-diffusion systems; 8. Jump processes; 9. Levy processes; 10. Modern probability theory; Appendix; References; Index.

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