| 书目名称 | Stochastic Processes and Applications | | 副标题 | Diffusion Processes, | | 编辑 | Grigorios‘A. Pavliotis | | 视频video | | | 概述 | One of the first textbooks addressing modern stochastic methods which is addressed for the applied mathematician, scientist and engineer.Includes many exercises and references/links to current researc | | 丛书名称 | Texts in Applied Mathematics | | 图书封面 |  | | 描述 | .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 processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated..The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence toequilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and wi | | 出版日期 | Textbook 2014 | | 关键词 | Diffusion Processes; Fokker-Planck Equation; Lengevin Equation; Statistical Mechanics; Stochastic Differ | | 版次 | 1 | | doi | https://doi.org/10.1007/978-1-4939-1323-7 | | isbn_softcover | 978-1-4939-5479-7 | | isbn_ebook | 978-1-4939-1323-7Series ISSN 0939-2475 Series E-ISSN 2196-9949 | | issn_series | 0939-2475 | | copyright | Springer Science+Business Media, LLC, part of Springer Nature 2014 |
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发表于 2025-3-21 17:37:48
