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| 001 | 18276543 | ||
| 003 | NUST | ||
| 005 | 20180605044054.0 | ||
| 008 | 140822t20142014nyua b 001 0 eng d | ||
| 010 | _a 2014949241 | ||
| 015 |
_aGBB507717 _2bnb |
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| 016 | 7 |
_a017003743 _2Uk |
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| 020 |
_a9781493913220 _q(hd. bd.) |
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| 020 |
_a1493913220 _q(hd. bd.) |
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| 020 |
_z9781493913237 _q(eBook) |
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| 035 | _a(OCoLC)ocn898121925 | ||
| 038 | _aSNS Library | ||
| 040 |
_aOHX _beng _cOHX _dOCLCO _dCUD _dOCLCO _dOCLCF _dUKMGB _dCDX _dYDXCP _dBTCTA _dCHVBK _dORE _dCNO _dOCLCQ _dMUU _dDLC |
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| 042 | _alccopycat | ||
| 050 | 0 | 0 |
_aQA274 _b.P385 2014 |
| 072 | 7 |
_aQA _2lcco |
|
| 082 | 0 | 4 |
_a515.4 PAV 2014 _223 |
| 100 | 1 |
_aPavliotis, Grigorios A., _eauthor. _910953 |
|
| 245 | 1 | 0 |
_aStochastic Processes and Applications : _bdiffusion processes, the Fokker-Planck and Langevin equations / _cGrigorios A. Pavliotis. |
| 264 | 1 |
_aNew York : _bSpringer, _c[2014] |
|
| 264 | 4 | _c©2014 | |
| 300 |
_axiii, 339 pages : _billustrations (some color) ;Hb. _c25 cm. |
||
| 336 |
_atext _btxt _2rdacontent |
||
| 337 |
_aunmediated _bn _2rdamedia |
||
| 338 |
_avolume _bnc _2rdacarrier |
||
| 490 | 1 |
_aTexts in applied mathematics, _x0939-2475 ; _vvolume 60 |
|
| 500 | _aTextbook for graduates. | ||
| 504 | _aIncludes bibliographical references (pages 321-334) and index. | ||
| 520 |
_aThis 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.-- _cSource other than Library of Congress. |
||
| 650 | 0 |
_aStochastic processes _vTextbooks. _910954 |
|
| 650 | 0 |
_aStochastic models _vTextbooks. _910955 |
|
| 650 | 7 |
_aStochastic models. _2fast _0(OCoLC)fst01737780 _910956 |
|
| 650 | 7 |
_aStochastic processes. _2fast _0(OCoLC)fst01133519 _910957 |
|
| 650 | 7 |
_aStochastik. _2gnd _0(DE-588)4121729-9 _910958 |
|
| 650 | 7 |
_aStatistik. _2gnd _0(DE-588)4056995-0 _910959 |
|
| 655 | 7 |
_aTextbooks. _2fast _0(OCoLC)fst01423863 _910960 |
|
| 776 | 0 | _z9781493913237 | |
| 776 | 0 | _w(GyWOH)har140494766 | |
| 830 | 0 |
_aTexts in applied mathematics ; _v60. _910961 |
|
| 856 | 4 | 2 |
_3Contributor biographical information _uhttps://www.loc.gov/catdir/enhancements/fy1617/2014949241-b.html |
| 856 | 4 | 2 |
_3Publisher description _uhttps://www.loc.gov/catdir/enhancements/fy1617/2014949241-d.html |
| 856 | 4 | 1 |
_3Table of contents only _uhttps://www.loc.gov/catdir/enhancements/fy1617/2014949241-t.html |
| 906 |
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_2ddc _cBK |
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