TY  - BOOK
AU  - Mahnke,R.
AU  - Kaupužs,Jevgenijs
AU  - Lubashevskiĭ,I.A.
ED  - Wiley InterScience (Online service)
TI  - Physics of stochastic processes: how randomness acts in time 
T2  - Physics textbook
SN  - 9783527626090
AV  - QC20.7.S8 M34 2009
U1  - 519.23 22
PY  - 2009///
CY  - Weinheim
PB  - Wiley-VCH
KW  - Stochastic processes
KW  - Random measures
KW  - Statistical physics
KW  - Problems, exercises, etc
KW  - MATHEMATICS
KW  - Probability & Statistics
KW  - Stochastic Processes
KW  - bisacsh
KW  - fast
KW  - Stochastischer Prozess
KW  - swd
KW  - Angewandte Mathematik
KW  - Electronic books
KW  - Problems and exercises
N1  - Includes bibliographical references and index; Fundamental concepts -- Multidimensional approach -- The master equation -- The Fokker-Planck equation -- The Langevin equation -- One-dimensional diffusion -- Bounded drift-diffusion motion -- The Ornstein-Uhlenbeck process -- Nucleation in supersaturated vapors -- Vehicular traffic -- Noise-induced phase transitions -- Many-particle systems
N2  - 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
UR  - https://doi.org/10.1002/9783527626090
ER  -