Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations (Texts in Applied Mathematics, 60)
An advanced text covering stochastic processes, diffusion models, and the Fokker-Planck and Langevin equations for applied mathematics and science.
About This Book
This book presents a detailed introduction to stochastic processes and their applications.
It focuses on diffusion processes and the associated Fokker-Planck and Langevin equations.
The text is part of the Texts in Applied Mathematics series and is intended for advanced students and researchers.
Topics are developed with mathematical rigor and include both theoretical foundations and practical applications.
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