An Introduction to Stochastic Processes in Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Stochastic Processes in Physics write by Don S. Lemons. This book was released on 2002-06-21. An Introduction to Stochastic Processes in Physics available in PDF, EPUB and Kindle. This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications. An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the "peculiar character in the motions of the particles of pollen in water" as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a "Brownian particle on which the total force included a random component" to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.
Stochastic Processes for Physicists
Stochastic Processes for Physicists - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Processes for Physicists write by Kurt Jacobs. This book was released on 2010-02-18. Stochastic Processes for Physicists available in PDF, EPUB and Kindle. 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 non-technical introduction to the concepts and jargon of measure-theoretic 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.
An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics
An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics write by Horacio S. Wio. This book was released on 1994-01-01. An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics available in PDF, EPUB and Kindle.
Introduction to Stochastic Calculus with Applications
Introduction to Stochastic Calculus with Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introduction to Stochastic Calculus with Applications write by Fima C. Klebaner. This book was released on 2005. Introduction to Stochastic Calculus with Applications available in PDF, EPUB and Kindle. This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Stochastic Processes in Physics and Chemistry
Stochastic Processes in Physics and Chemistry - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Processes in Physics and Chemistry write by N.G. Van Kampen. This book was released on 1992-11-20. Stochastic Processes in Physics and Chemistry available in PDF, EPUB and Kindle. This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
