Stochastic Processes and Applications : Diffusion Processes, the FokkerPlanck and Langevin Equations
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The work Stochastic Processes and Applications : Diffusion Processes, the FokkerPlanck and Langevin Equations represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
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Stochastic Processes and Applications : Diffusion Processes, the FokkerPlanck and Langevin Equations
Resource Information
The work Stochastic Processes and Applications : Diffusion Processes, the FokkerPlanck and Langevin Equations represents a distinct intellectual or artistic creation found in Boston University Libraries. This resource is a combination of several types including: Work, Language Material, Books.
 Label
 Stochastic Processes and Applications : Diffusion Processes, the FokkerPlanck and Langevin Equations
 Title remainder
 Diffusion Processes, the FokkerPlanck and Langevin Equations
 Statement of responsibility
 by Grigorios A. Pavliotis
 Subject

 Mechanics, applied
 Probability Theory and Stochastic Processes
 Theoretical, Mathematical and Computational Physics
 Mechanics, applied
 Mathematics
 Mathematics
 Distribution (Probability theory)
 Distribution (Probability theory)
 Electronic resources
 Mathematics
 Distribution (Probability theory)
 Partial Differential Equations
 Mechanics, applied
 Theoretical and Applied Mechanics
 Differential equations, partial
 Differential equations, partial
 Differential equations, partial
 Language
 eng
 Summary
 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 timedependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduatelevel 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
 Image bit depth
 0
 LC call number

 QA273.A1274.9
 QA274274.9
 Literary form
 non fiction
 Series statement
 Texts in Applied Mathematics,
 Series volume
 60
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