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Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt

Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt

Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs,

Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt

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  • Hardcover
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ISBN 10
0521765420
ISBN 13
9780521765428
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About This Item

ISBN: 9780521765428

CAMBRIDGE UNIVERSITY PRESS, 4 Jan 2013

Hardback. 204 pages

Stochastic 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.

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Bookseller
Pentz Booksellers ZA (ZA)
Bookseller's Inventory #
9780521765428
Title
Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt
Book Condition
Used
Binding
Hardcover
ISBN 10
0521765420
ISBN 13
9780521765428
Publisher
Cambridge University Press
Place of Publication
U.s.a
This edition first published
2010-03

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