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Stochastic processes

  • Stochastic Worldby Sergey S. Stepanov

    Springer International Publishing 2013; US$ 129.00

    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...

  • Stochastic Processes in Physics and Chemistryby N.G. Van Kampen

    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...

  • Stochastic Processes for Physicistsby Kurt Jacobs

    Cambridge University Press 2010; US$ 48.00

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

  • Stochastic Processes in Chemical Physicsby K. E. Shuler

    Wiley 2009; US$ 188.00

    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...

  • Electromagnetic Scattering from Random Mediaby Timothy R. Field

    Oxford University Press, UK 2008; US$ 124.99

    - ;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 more...

  • Stochastic Resonanceby Mark D. McDonnell; Nigel G. Stocks; Charles E. M. Pearce; Derek Abbott

    Cambridge University Press 2008; US$ 80.00

    This book addresses aspects of stochastic quantization for researchers in fields from computational neuroscience through to electronic engineering. more...

  • Stochastic Analysis in Mathematical Physicsby Gerard Ben Arous; Ana Bela Cruzeiro; Yves Le Jan; Jean-Claude Zambrini

    World Scientific Publishing Company 2007; US$ 163.00

    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...

  • Neutron Fluctuationsby Imre Pazsit; Lenard Pal

    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...

  • The Random-Cluster Modelby Geoffrey R. Grimmett

    Springer Berlin Heidelberg 2006; US$ 125.00

    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...

  • Random Processes in Physics and Financeby Melvin Lax; Wei Cai; Min Xu

    Oxford University Press, UK 2006; US$ 124.99

    Melvin Lax was a member of the US National Academy of Sciences, and widely known for his contributions in the field of random processes in physics. This book uniquely presents Lax's theoretical treatment of random processes, including applications to laser and semiconductor physics, light propagation in scattering media, and investment decisions.... more...