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Stochastic Processes for Physicists

Name: Stochastic Processes for Physicists
Brand: Cambridge University Press
SKU: 04095204
Price: 24886 HUF
Availability: InStock
Author: Kurt Jacobs
ISBN: 9780521765428

Kurt Jacobs

Language

English

Book Hardback

Libristo code: 04095204

Publishers Cambridge University Press, February 2010

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

Libristo code: 04095204

170 b

24 886 Ft

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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.