Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck an

Description: Stochastic Processes and Applications by Grigorios A. Pavliotis Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. Publisher Description This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated.The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence toequilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes. Author Biography Dr. Grigorios A. Pavliotis is a professor in Applied Mathematics at the Imperial College in London. Dr. Pavliotiss research interests include analysis, numerical, and statistical inference for multiscale stochastic systems, non-equilibrium statistical mechanics, and homogenization theory for PDEs and SDEs. Details ISBN 1493913220 ISBN-13 9781493913220 Title Stochastic Processes and Applications Author Grigorios A. Pavliotis Format Hardcover Year 2014 Pages 339 Edition 2014th Publisher Springer-Verlag New York Inc. GE_Item_ID:140496105; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys

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