Stochastic Processes for Physicists

Name: Stochastic Processes for Physicists
Brand: Cambridge University Press
SKU: 9780521765428
Price: 1488 CZK
Availability: InStock

Autor: Kurt Jacobs

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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1 488 Kč

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

Informace o knize

Autor

Kurt Jacobs

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2010

Stránek

204

EAN

9780521765428

ISBN

0521765420

Enbook ID

04095204

Vydavatel

Cambridge University Press

Hmotnost

516

Rozměry

181 x 255 x 15

Kompletní popis

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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Stochastic Processes for Physicists

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