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- Springer International Publishing 2013; US$ 95.53
This monograph presents an introduction to the Ito calculus techniques used to handle stochastic differential equations. It covers a broad spectrum of techniques which are useful for working with stochastic equations. more...
- Elsevier Science 2011; US$ 116.00
The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made... more...
- Wiley 2009; US$ 188.00 US$ 162.93
The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of advances in every area of the discipline. Filled with cutting-edge research reported in a cohesive manner not found elsewhere in the literature, each volume of the Advances in Chemical Physics... more...
- OUP Oxford 2008; US$ 129.99
The book develops the dynamical theory of scattering from random media from first principles. Its key findings are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework in simulation and experimental data analysis. The physical models contain all correlation information... more...
- World Scientific Publishing Company 2007; US$ 100.00 US$ 91.00
The ideas and principles of stochastic analysis have managed to penetrate into various fields of pure and applied mathematics in the last 15 years; it is particularly true for mathematical physics. This volume provides a wide range of applications of stochastic analysis in fields as varied as statistical mechanics, hydrodynamics, Yang–Mills... more...
- Elsevier Science 2007; US$ 225.00
The transport of neutrons in a multiplying system is an area of branching processes with a clear formalism. This book presents an account of the mathematical tools used in describing branching processes, which are then used to derive a large number of properties of the neutron distribution in multiplying systems with or without an external source.... more...
- Springer Berlin Heidelberg 2006; US$ 84.91
Therandom-clustermodelwasinventedbyCees[Kees]FortuinandPietKasteleyn around 1969 as a uni?cation of percolation, Ising, and Potts models, and as an extrapolation of electrical networks. Their original motivation was to harmonize the series and parallel laws satis?ed by such systems. In so doing, they initiated a study in stochastic geometry which has... more...
- OUP Oxford 2006; US$ 69.99
This book uniquely presents the theoretical treatment of random processes in physics and finance, including applications to laser and semiconductor physics, light propagation in scattering media and investment decisions. more...