Stochastic Processes for Physicists by Kurt Jacobs

Stochastic Processes for Physicists by Kurt Jacobs

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

'Jacobs is an enthusiastic, clear, and concise writerHe presents each theory by means of heuristic arguments and calculations.' Cosma Shalizi, Physics Today
'I think this book is a very nice introduction to the subject of stochastic processes.' Zentralblatt MATH

Kurt Jacobs is an Assistant Professor in the Physics Department at the University of Massachusetts, Boston. He is a leading expert in the theory of quantum feedback control and the measurement and control of quantum nano-electro-mechanical systems.

SKU	Unavailable
ISBN 13	9780521765428
ISBN 10	0521765420
Title	Stochastic Processes for Physicists
Author	Kurt Jacobs
Condition	Unavailable
Binding Type	Hardback
Publisher	Cambridge University Press
Year published	2010-02-18
Number of pages	204
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note	Unavailable