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Stochastic Processes for Physicists: Understanding Noisy Systems

Publisher: 
Cambridge University Press
Number of Pages: 
188
Price: 
45.00
ISBN: 
9780521765428
Date Received: 
Monday, April 26, 2010
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Kurt Jacobs
Publication Date: 
2010
Format: 
Hardcover
Category: 
Textbook

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.

Publish Book: 
Modify Date: 
Saturday, October 9, 2010

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