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Probability and Stochastic Processes for Physicists - Nicola Cufaro Petroni - Bog

Bag om Probability and Stochastic Processes for Physicists

The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783030484101
  • Indbinding:
  • Paperback
  • Sideantal:
  • 373
  • Udgivet:
  • 26. Juni 2021
  • Udgave:
  • 12020
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 593 g.
  • 2-3 uger.
  • 2. Juli 2024

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Beskrivelse af Probability and Stochastic Processes for Physicists

The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations.

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