Stochastic equations through the eye of the physicist

By Valeriĭ Isaakovich Kli͡at͡skin

Subjects: Probability & Statistics, Analyse stochastique, Stochastic processes, Processus stochastiques, Physique mathématique, Stochastic analysis, Mathematical physics, MATHEMATICS, General

Description: Divided into five parts, part I of this book gives mathematical formulation for the physical models of transport, diffusion, propagation. Parts II and III set up and apply the techniques of variational calculus and stochastic analysis. Part IV takes up issues for the coherent phenomena in stochastic dynamical systems. Part V contains appendixes.