Probability and Stochastic Processes for Physicists

Nicola Cufaro Petroni

Springer Nature Switzerland AG, 2020

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The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations.

ISBN-13
9783030484071
ISBN-10
3030484076
Publisher
Springer Nature Switzerland AG
Year
2020
Publication date
2020-06-26
Pages
373
Dimensions
163x243x27
Weight
736