Stochastic processes for physicists : understanding noisy systems [E-Book] / Kurt Jacobs.
Jacobs, Kurt, (author)
Cambridge : Cambridge University Press, 2010
1 online resource (xiii, 188 pages)
englisch
9780511815980
9780521765428
Full Text
Table of Contents:
  • A 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.