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

• Autore: Pavliotis, Grigorios A.
• Pubblicazione: New York, : Springer, 2014
• Titolo uniforme: Stochastic processes and applications
• Descrizione fisica: XIII, 339 p. : ill. ; 24 cm
• Soggetto topico: 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]
• Soggetto non controllato: Diffusion Processes; Fokker-Planck Equation; Lengevin Equation; Partial differential equations; Statistical Mechanics; Stochastic differential equations; Stochastic processes
• Titolo autorizzato: Stochastic processes and applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0102954
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-1-4939-1323-7
• Serie: Texts in applied mathematics New York [etc.] . -Springer ; 60