Pavliotis, Grigorios A.

Stochastic processes and applications: diffusion processes, the Fokker-Planck and Langevin equations/ Grigorios A. Pavliotis. - xiii, 339 pages: illustrations (some color); 25 cm. - Texts in applied mathematics, volume 60 0939-2475; . - Texts in applied mathematics; 60. .

Textbook for graduates.

Includes bibliographical references (pages 321-334) and index.

9781493913220 1493913220

2014949241

GBB507717 bnb


Stochastic processes--Textbooks
Stochastic models--Textbooks

519.23 / P338s