Stochastic Processes for Physicists

Name: Stochastic Processes for Physicists
Brand: Cambridge University Press
SKU: 9780521765428
Price: 340.52 RON
Availability: InStock

Autor: Kurt Jacobs

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Editura: Cambridge University Press

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Stochastic processes are an essential part of numerous branches of physics, as well as in biology, c...

Informații despre carte

Autor

Kurt Jacobs

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2010

Pagini

204

EAN

9780521765428

ISBN

0521765420

Enbook ID

04095204

Editura

Cambridge University Press

Greutate

516

Dimensiuni

181 x 255 x 15

Descriere completă

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

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