Stochastic Processes and Applications

Name: Stochastic Processes and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781493913220
Price: 1788 CZK
Availability: InStock

Diffusion Processes, the Fokker-Planck and Langevin Equations

Autor: Grigorios Pavliotis

Jazyk:

Vazba: Pevná

Vydavatel: Springer-Verlag New York Inc.

Dostupnost: Skladem u dodavatele

Odesíláme za 10-13 dnů

1 788 Kč

The purpose of this book is to present various results and techniques from the theory of stochastic...

Informace o knize

Autor

Grigorios Pavliotis

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2014

Stránek

339

EAN

9781493913220

ISBN

1493913220

Enbook ID

02723218

Vydavatel

Springer-Verlag New York Inc.

Hmotnost

642

Rozměry

164 x 241 x 19

Kompletní popis

The purpose of this book is to present various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The focus is mostly on analytical techniques, although numerical and statistical techniques 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. Some specific applications, such as stochastic resonance and Brownian motors are also discussed. The book is intended for beginning graduate students in these disciplines. Prerequisites include ordinary and partial differential equations, linear algebra, elementary functional analysis and techniques from applied mathematics such as perturbation theory. Basic knowledge of scientific computing and of a programming language or matlab would certainly be very helpful. Some familiarity with probability theory and stochastic processes in discrete time is also helpful but not essential.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Processes and Applications

Diffusion Processes, the Fokker-Planck and Langevin Equations

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také