Stochastic Processes for Physicists

Name: Stochastic Processes for Physicists
Brand: Cambridge University Press
SKU: 9780521765428
Price: 67.9 EUR
Availability: InStock

Автор: Kurt Jacobs

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 10-18 дни

67.90 € 132.81 лв

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

Информация за книгата

Автор

Kurt Jacobs

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2010

страници

204

EAN

9780521765428

ISBN

0521765420

Enbook ID

04095204

Издател

Cambridge University Press

Теглоt

516

Размери

181 x 255 x 15

Пълно описание

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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Пълно описание

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