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Stochastic Processes in Physics, Chemistry, and Biology (Lecture Notes in Physics) by Jan A. Freund [Repost]
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Stochastic Processes in Physics, Chemistry, and Biology (Lecture Notes in Physics) by Jan A. Freund
English | Nov 27, 2000 | ISBN: 3540410740, 3642074294 | 499 Pages | PDF | 25 MB
English | Nov 27, 2000 | ISBN: 3540410740, 3642074294 | 499 Pages | PDF | 25 MB
The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitable for analyzing the influence of noise on a wide range of systems. The credit for acquiring all the deep insights and powerful methods is due ma- ly to a handful of physicists and mathematicians: Einstein, Smoluchowski, Langevin, Wiener, Stratonovich, etc. Hence it is no surprise that until - cently the bulk of basic and applied stochastic research was devoted to purely mathematical and physical questions.