Stochastic Processes for Physicists

Kurt Jacobs

ISBN 10: 0521765420 / ISBN 13: 9780521765428

Verlag: Cambridge University Press, GB, 2010

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. Bestandsnummer des Verkäufers LU-9780521765428

Inhaltsangabe:

Introduction to stochastic processes and their applications, and methods for numerical simulation, for graduate students and researchers in physics.

Über die Autorin bzw. den Autor: Kurt 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.

Bibliografische Details

Titel: Stochastic Processes for Physicists
Verlag: Cambridge University Press, GB
Erscheinungsdatum: 2010
Einband: Hardback
Zustand: New
Auflage: Illustrated.