MARC details
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02450 a2200337 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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190905b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781493913220 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2 PAV |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Pavliotis, Grigorios A. |
| 245 ## - TITLE STATEMENT |
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| Title |
Stochastic processes and applications: diffusion processes, the Fokker-Planck and Langevin equations |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc |
Springer, |
| Date of publication, distribution, etc |
2014 |
| Place of publication, distribution, etc |
New York: |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xiii;339p. |
| Other physical details |
hb; |
| Dimensions |
24 cm |
| 365 ## - TRADE PRICE |
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| Price type code |
EURO |
| Price amount |
59.99 |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
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| Title |
Texts in applied mathematics; 60. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
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 to equilibrium 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 will be useful to both researchers and students interested in the applications of stochastic processes.<br/><br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Stochastic Processes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Physical Sciences & Mathematics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Mathematical Statistics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Mathematics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Probabilities. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Differential Equations, Partial. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Distribution (Probability theory) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mechanics, Applied. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Physics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Mechanics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Theoretical and Applied Mechanics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Theoretical, Mathematical and Computational Physics. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Partial Differential Equations. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Item type |
Books |
