Grigorios A Pavliotis: 1 book
Stochastic Processes and Applications
Diffusion Processes, the Fokker-Planck and Langevin Equations
Language: English
Release Date: November 19, 2014
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...
