Stochastic Processes and Applications

Language: English

Published by Springer-Verlag New York Inc., US, 2014

1493913220 / 9781493913220

Series: Book 34 of 55 - Texts in Applied Mathematics

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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies 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. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated.The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence toequilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.

Seller Inventory # LU-9781493913220

Title
Stochastic Processes and Applications
Author
Grigorios A. Pavliotis
Publisher
Springer-Verlag New York Inc., US
Publication year
2014
Condition
New
Binding
Hardback
Language
English
ISBN 10
1493913220
ISBN 13
9781493913220
Edition
2014 ed.
Dimensions
16.51 x 2.54 x 24.13 cm
Series
Book 34 of 55: Texts in Applied Mathematics

Rarewaves.com UK

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