Stochastic Processes for Physicists: Understanding Noisy Systems Tapa dura - 2010

Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy proc

Hardback. New. This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy processes, and a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise.

Cambridge Univ Pr, 2010. Hardcover. New. 1st edition. 208 pages. 10.00x7.25x0.75 inches.

Cambridge University Press CUP , pp. 204 . Hardback. New.

hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.

ISBN: 9780521765428
CAMBRIDGE UNIVERSITY PRESS, 4 Jan 2013
Hardback. 204 pages
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.