Stochastic Processes and Applications

Grigorios A. Pavliotis

Publisher:

Springer

Publication Date:

2014

Number of Pages:

339

Format:

Hardcover

Series:

Texts in Applied Mathematics 60

Price:

79.99

ISBN:

9781493913220

Category:

Textbook

MAA Review
Table of Contents

We do not plan to review this book.

Stochastic Processes.- Diffusion Processes.- Introduction to Stochastic Differential Equations.- The Fokker-Planck Equation.- Modelling with Stochastic Differential Equations.- The Langevin Equation.- Exit Problems for Diffusions.- Derivation of the Langevin Equation.- Linear Response Theory.- Appendix A Frequently Used Notations.- Appendix B Elements of Probability Theory.

Tags:

Applied Probability