Book contents
- Frontmatter
- Contents
- Preface
- Acknowledgments
- 1 A review of probability theory
- 2 Differential equations
- 3 Stochastic equations with Gaussian noise
- 4 Further properties of stochastic processes
- 5 Some applications of Gaussian noise
- 6 Numerical methods for Gaussian noise
- 7 Fokker–Planck equations and reaction–diffusion systems
- 8 Jump processes
- 9 Levy processes
- 10 Modern probability theory
- Appendix A Calculating Gaussian integrals
- References
- Index
2 - Differential equations
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Preface
- Acknowledgments
- 1 A review of probability theory
- 2 Differential equations
- 3 Stochastic equations with Gaussian noise
- 4 Further properties of stochastic processes
- 5 Some applications of Gaussian noise
- 6 Numerical methods for Gaussian noise
- 7 Fokker–Planck equations and reaction–diffusion systems
- 8 Jump processes
- 9 Levy processes
- 10 Modern probability theory
- Appendix A Calculating Gaussian integrals
- References
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Processes for PhysicistsUnderstanding Noisy Systems, pp. 16 - 25Publisher: Cambridge University PressPrint publication year: 2010