Stochastic processes for physicists : understanding noisy systems
 Responsibility
 Kurt Jacobs.
 Language
 English.
 Imprint
 Cambridge ; New York : Cambridge University Press, c2010.
 Physical description
 xiii, 188 p. : ill. ; 26 cm.
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Creators/Contributors
 Author/Creator
 Jacobs, Kurt (Kurt Aaron)
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 184185) and index.
 Contents

 1. A review of probability theory 2. Differential equations 3. Stochastic equations with Gaussian noise 4. Further properties of stochastic processes 5. Some applications of Gaussian noise 6. Numerical methods for Gaussian noise 7. FokkerPlanck equations and reactiondiffusion systems 8. Jump processes 9. Levy processes 10. Modern probability theory Appendix References Index.
 (source: Nielsen Book Data)
 Publisher's Summary
 Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a nontechnical introduction to the concepts and jargon of measuretheoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.
(source: Nielsen Book Data)
Subjects
Bibliographic information
 Publication date
 2010
 ISBN
 9780521765428 (hbk.)
 0521765420 (hbk.)