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Stochastic Processes and Applications

Overview of attention for book
Cover of 'Stochastic Processes and Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction to Stochastic Processes
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    Chapter 2 Diffusion Processes
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    Chapter 3 Introduction to Stochastic Differential Equations
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    Chapter 4 The Fokker–Planck Equation
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    Chapter 5 Modeling with Stochastic Differential Equations
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    Chapter 6 The Langevin Equation
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    Chapter 7 Exit Problems for Diffusion Processes and Applications
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    Chapter 8 Derivation of the Langevin Equation
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    Chapter 9 Linear Response Theory for Diffusion Processes
Attention for Chapter 3: Introduction to Stochastic Differential Equations
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