Probability and stochastic processes for physicists
Auteur :
Cufaro Petroni, Nicola
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030484101
Date de publication :
26 juin 2021
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations.