TY  - BOOK
AU  - Pavliotis,Grigorios A.
TI  - Stochastic Processes and Applications: diffusion processes, the Fokker-Planck and Langevin equations 
T2  - Texts in applied mathematics,
SN  - 9781493913220
AV  - QA274 .P385 2014
U1  - 515.4  PAV 2014 23
PY  - 2014///]
CY  - New York
PB  - Springer
KW  - Stochastic processes
KW  - Textbooks
KW  - Stochastic models
KW  - fast
KW  - Stochastik
KW  - gnd
KW  - Statistik
N1  - Textbook for graduates; Includes bibliographical references (pages 321-334) and index
N2  - 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.--
UR  - https://www.loc.gov/catdir/enhancements/fy1617/2014949241-b.html
UR  - https://www.loc.gov/catdir/enhancements/fy1617/2014949241-d.html
UR  - https://www.loc.gov/catdir/enhancements/fy1617/2014949241-t.html
ER  -