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Language: en
Pages: 132
Pages: 132
Type: BOOK - Published: 2002-06-21 - Publisher: JHU Press
This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random wa
Language: en
Pages: 203
Pages: 203
Type: BOOK - Published: 2010-02-18 - Publisher: Cambridge University Press
Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders
Language: en
Pages: 217
Pages: 217
Type: BOOK - Published: 1994-01-01 - Publisher: World Scientific Publishing Company Incorporated
Language: en
Pages: 288
Pages: 288
Type: BOOK - Published: 2013-07-11 - Publisher: Springer Science & Business Media
This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian
Language: en
Pages: 482
Pages: 482
Type: BOOK - Published: 1992-11-20 - Publisher: Elsevier
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives