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OverviewStochastic 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. Full Product DetailsAuthor: Kurt Jacobs (University of Massachusetts, Boston)Publisher: Cambridge University Press Imprint: Cambridge University Press (Virtual Publishing) ISBN: 9780511815980ISBN 10: 0511815980 Publication Date: 05 June 2012 Audience: Professional and scholarly , Professional & Vocational Format: Undefined Publisher's Status: Active Availability: In stock  We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of Contents1. 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. Fokker–Planck equations and reaction-diffusion systems; 8. Jump processes; 9. Levy processes; 10. Modern probability theory; Appendix; References; Index.Reviews'Jacobs is an enthusiastic, clear, and concise writer. He presents each theory by means of heuristic arguments and calculations.' Cosma Shalizi, Physics Today 'I think this book is a very nice introduction to the subject of stochastic processes.' Zentralblatt MATH Author InformationKurt Jacobs is an Assistant Professor in the Physics Department at the University of Massachusetts, Boston. He is a leading expert in the theory of quantum feedback control and the measurement and control of quantum nano-electro-mechanical systems. Tab Content 6Author Website:Countries AvailableAll regions |
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