Stochastic processes for physicists : understanding noisy system

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Stochastic processes for physicists : understanding noisy system / Kurt Jacobs

資料種別:: 電子ブック
出版情報:: Cambridge Core
形態:: 1 online resource (xiii, 188 p.)
著者名:: Jacobs, Kurt
ISBN:: 9780511815980 [0511815980] (: electronic bk)
書誌ID:: EB00000388

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注記:

Includes bibliographical reference (p. 184-185) and index
Originally printed: Cambridge : Cambridge University Press , 2010
Access: via World Wide Web
Description based on online resource; title from PDF title page (viewed on May 25, 2023)

主題:

Lévy processes; Mathematical physics; Stochastic processes

言語:

英語

目次情報:

A review of probability theory / 1：

Differential equations / 2：

Stochastic equations with Gaussian noise / 3：

Further properties of stochastic processes / 4：

Some applications of Gaussian noise / 5：

Numerical methods for Gaussian noise / 6：

Fokker-Planck equations and reaction-diffusion systems / 7：

Jump processes / 8：

Levy processes / 9：

Modern probability theory / 10：

Appendix

References

Index

A review of probability theory / 1：

Differential equations / 2：

Stochastic equations with Gaussian noise / 3：

Further properties of stochastic processes / 4：

Some applications of Gaussian noise / 5：

Numerical methods for Gaussian noise / 6：

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