Physics of Stochastic Processes
How Randomness Acts in Time
Ihor Lubashevsky author Reinhard Mahnke author Jevgenijs Kaupuzs author
Format:Paperback
Publisher:Wiley-VCH Verlag GmbH
Published:26th Nov '08
Currently unavailable, and unfortunately no date known when it will be back
Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations.
In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels.
Solutions manual available for lecturers on www.wiley-vch.de
“This is a very well written textbook devoted to applications of Markov processes in physics. It combines a concise and mathematically rigorous exposition of the main notions of stochastic calculus with a more classical approach based on the solution of a Fokker-Planck or master equation.” (Zentralblatt MATH, 1 December 2012)
ISBN: 9783527408405
Dimensions: 239mm x 168mm x 23mm
Weight: 839g
447 pages