Stochastic Processes and Applications

Stochastic Processes and Applications

Kobo ebook | November 19, 2014

Pricing and Purchase Info

$65.19 online 
$81.41 list price save 19%

Prices and offers may vary in store

Available for download

Not available in stores


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.

Title:Stochastic Processes and ApplicationsFormat:Kobo ebookPublished:November 19, 2014Publisher:Springer New YorkLanguage:English

The following ISBNs are associated with this title: