1.

Record Nr.

UNICAMPANIASUN0102954

Autore

Pavliotis, Grigorios A.

Titolo

Stochastic processes and applications : diffusion processes, the Fokker-Planck and Langevin equations / Grigorios A. Pavliotis

Pubbl/distr/stampa

XIII, 339 p., : ill. ; 24 cm

ISBN

8-1-4939-1322-0

Edizione

[New York : Springer, 2014]

Descrizione fisica

Pubblicazione in formato elettronico

Soggetti

82C31 - Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics [MSC 2020]

60H10 - Stochastic ordinary differential equations [MSC 2020]

82C05 - Classical dynamic and nonequilibrium statistical mechanics (general) [MSC 2020]

60J60 - Diffusion processes [MSC 2020]

65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]

60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020]

35Q84 - Fokker-Planck equations [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia