Notice bibliographique
- Notice
000 nam 22 3 450
001 FRBNF446679660000002
010 .. $a 9781493913237
035 .. $a OCoLC898121925
100 .. $a 20170801d2014 m y0engy50 ba
101 0. $a eng
102 .. $a US
105 .. $a a z 00|y|
106 .. $a s $a z
135 .. $a dru||||||||||
181 .0 $6 01 $a i $b xxxe
181 .. $6 02 $c txt $2 rdacontent
182 .0 $6 01 $a b
182 .. $6 02 $c c $2 rdamedia
200 1. $a Stochastic processes and applications $b Texte électronique $e diffusion processes, the Fokker-Planck and Langevin equations $f Grigorios A. Pavliotis
210 .. $a New York $c Springer $d cop. 2014
215 .. $a 1 ressource dématérialisée
225 1. $a Texts in applied mathematics $v volume 60
300 .. $a Textbook for graduates
300 .. $a Includes bibliographical references (pages 321-334) and index
330 .. $a 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 time-dependent statistical
mechanics is elucidated. The book contains a large number of illustrations, examples,
and exercises. It will be useful for graduate-level 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.
676 .. $a 515.4 $v 23
801 .3 $a US $b OCoLC $c 20170801 $h 898121925 $2 marc21
801 .0 $b OHX
930 .. $5 FR-759999999:44667966001001 $a ACQNUM-49732 $b 759999999 $c Document numérisé $d N
