processes and Brownian motion problems

نویسنده

  • J L García-Palacios
چکیده

Introduction to the theory of stochastic processes and Brownian motion problems Lecture notes for a graduate course, These notes are an introduction to the theory of stochastic processes based on several sources. The presentation mainly follows the books of van Kampen [5] and Wio [6], except for the introduction , which is taken from the book of Gardiner [2] and the parts devoted to the Langevin equation and the methods for solving Langevin and Fokker–Planck equations, which are based on the book of Risken [4].

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تاریخ انتشار 2004