Stochastic Processes for Physicists: Understanding Noisy Systems

ISBN: 9780511686344 出版年：2010 页码：204 Jacobs Cambridge University Press

1. A review of probability theory 2. Differential equations 3. Stochastic equations with Gaussian noise 4. Further properties of stochastic processes 5. Some applications of Gaussian noise 6. Numerical methods for Gaussian noise 7. Fokker-Planck equations and reaction-diffusion systems 8. Jump processes 9. Levy processes 10. Modern probability theory Appendix References Index.