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Path Integrals For Stochastic Processes: An Introduction by Horacio Sergio Wio (Hardcover, 2013)

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This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy).The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. remove

Product Identifiers

Publisher
World Scientific Publishing Co Pte Ltd
ISBN-13
9789814447997
eBay Product ID (ePID)
138796242

Product Key Features

Author
Horacio Sergio Wio
Publication Name
Path Integrals for Stochastic Processes: an Introduction
Format
Hardcover
Language
English
Subject
Physics
Publication Year
2013
Type
Textbook
Number of Pages
176 Pages

Additional Product Features

Title_Author
Horacio Sergio Wio
Country/Region of Manufacture
Singapore

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Path Integrals For Stochastic Processes: An Introduction by Horacio Sergio Wio (Hardcover, 2013)

About this product

Product Information

Product Identifiers

Product Key Features

Additional Product Features

Best Selling in Adult Learning & University

Time Management by Peter Quarry (Paperback, 1986)

Complete Illustrated Encyclopedia of Dinosaurs & Prehistoric Creatures by Dixon Dougal (Paperback, 2014)

Save on Adult Learning & University

Ford Falcon EF EL / Fairlane NF NL 1994 - 1998 Workshop Manual

Netter Atlas of Human Anatomy: Classic Regional Approach

Michael Price Nick Vandome Windows 11 for Seniors in easy steps (Paperback)

BORN IN 1971?... 1951?BIRTHDAY...Australian Social History....Chrisi, Birthdays

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Ethical Practice in Applied Psychology 1st Edition by Christopher Boyle (English

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