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Stochastic processes and applications: diffusion processes, the Fokker-Planck and Langevin equations

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion proce...

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Detalles Bibliográficos
Autor principal: Pavliotis, Grigorios A
Lenguaje:eng
Publicado: Springer 2014
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4939-1323-7
http://cds.cern.ch/record/1973537