Physics of Stochastic Processes: How Randomness Acts in Time (Physics Textbook) (英語) ペーパーバック – 2009/1/7
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Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations.
In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels.
Solutions manual available for lecturers on www.wiley-vch.de
“This is a very well written textbook devoted to applications of Markov processes in physics. It combines a concise and mathematically rigorous exposition of the main notions of stochastic calculus with a more classical approach based on the solution of a Fokker-Planck or master equation.” (Zentralblatt MATH, 1 December 2012)