| 000 | 02497nam a22003498i 4500 | ||
|---|---|---|---|
| 001 | CR9780511815980 | ||
| 003 | UkCbUP | ||
| 005 | 20200124160301.0 | ||
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| 007 | cr|||||||||||| | ||
| 008 | 101021s2010||||enk o ||1 0|eng|d | ||
| 020 | _a9780511815980 (ebook) | ||
| 020 | _z9780521765428 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 0 | 0 |
_aQC20.7.S8 _bJ33 2010 |
| 082 | 0 | 4 |
_a519.2302453 _222 |
| 100 | 1 |
_aJacobs, Kurt _q(Kurt Aaron), _eauthor. |
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| 245 | 1 | 0 |
_aStochastic processes for physicists : _bunderstanding noisy systems / _cKurt Jacobs. |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2010. |
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| 300 |
_a1 online resource (xiii, 188 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). | ||
| 505 | 0 | _aA review of probability theory -- Differential equations -- Stochastic equations with Gaussian noise -- Further properties of stochastic processes -- Some applications of Gaussian noise -- Numerical methods for Gaussian noise -- Fokker-Planck equations and reaction-diffusion systems -- Jump processes -- Levy processes -- Modern probability theory -- Appendix A: Calculating Gaussian integrals. | |
| 520 | _aStochastic 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. | ||
| 650 | 0 | _aStochastic processes. | |
| 650 | 0 | _aLévy processes. | |
| 650 | 0 | _aMathematical physics. | |
| 776 | 0 | 8 |
_iPrint version: _z9780521765428 |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9780511815980 |
| 999 |
_c520330 _d520328 |
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