Path Integrals for Stochastic Processes - 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 Path Integrals for Stochastic Processes write by Horacio S. Wio. This book was released on 2013. Path Integrals for Stochastic Processes available in PDF, EPUB and Kindle. This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920''s, corresponding to a sum over random trajectories, anticipating by two decades Feynman''s famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950''s. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations.
Path Integrals For Stochastic Processes: An Introduction
Path Integrals For Stochastic Processes: An Introduction - 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 Path Integrals For Stochastic Processes: An Introduction write by Horacio Sergio Wio. This book was released on 2013-01-18. Path Integrals For Stochastic Processes: An Introduction available in PDF, EPUB and Kindle. This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. remove /a
Path Integrals in Physics
Path Integrals 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 Path Integrals in Physics write by M Chaichian. This book was released on 2019-08-30. Path Integrals in Physics available in PDF, EPUB and Kindle. Path Integrals in Physics: Volume I, Stochastic Processes and Quantum Mechanics presents the fundamentals of path integrals, both the Wiener and Feynman type, and their many applications in physics. Accessible to a broad community of theoretical physicists, the book deals with systems possessing a infinite number of degrees in freedom. It discusses the general physical background and concepts of the path integral approach used, followed by a detailed presentation of the most typical and important applications as well as problems with either their solutions or hints how to solve them. It describes in detail various applications, including systems with Grassmann variables. Each chapter is self-contained and can be considered as an independent textbook. The book provides a comprehensive, detailed, and systematic account of the subject suitable for both students and experienced researchers.
Mathematical Theory of Feynman Path Integrals
Mathematical Theory of Feynman Path Integrals - 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 Mathematical Theory of Feynman Path Integrals write by Sergio A. Albeverio. This book was released on 2006-11-14. Mathematical Theory of Feynman Path Integrals available in PDF, EPUB and Kindle. Feynman path integrals integrals, suggested heuristically by Feynman in the 40s, have become the basis of much of contemporary physics, from non relativistic quantum mechanics to quantum fields, including gauge fields, gravitation, cosmology. Recently ideas based on Feynman path integrals have also played an important role in areas of mathematics like low dimensional topology and differential geometry, algebraic geometry, infinite dimensional analysis and geometry, and number theory. The 2nd edition of LNM 523 is based on the two first authors' mathematical approach of this theory presented in its 1st edition in 1976. To take care of the many developments which have occurred since then, an entire new chapter about the current forefront of research has been added. Except for this new chapter, the basic material and presentation of the first edition was mantained, a few misprints have been corrected. At the end of each chapter the reader will also find notes with further bibliographical information.
Introduction to Stochastic Integration
Introduction to Stochastic Integration - 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 Integration write by Hui-Hsiung Kuo. This book was released on 2006-02-04. Introduction to Stochastic Integration available in PDF, EPUB and Kindle. Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews: "Introduction to Stochastic Integration is exactly what the title says. I would maybe just add a ‘friendly’ introduction because of the clear presentation and flow of the contents." --THE MATHEMATICAL SCIENCES DIGITAL LIBRARY
