Physics of Stochastic Processes: How Randomness Acts in TimeISBN: 978-3-527-40840-5
Paperback
447 pages
January 2009
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“This is a very well written textbook devoted to applications of Markov processes in physics. It combines a concise and mathematically rigorous exposition of the main notions of stochastic calculus with a more classical approach based on the solution of a Fokker-Planck or master equation.” (Zentralblatt MATH, 1 December 2012)
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