图书标签: 布朗运动 数学 物理 Math 随机分析 概率论 金融工程 金融
发表于2024-11-26
An Introduction to Stochastic Processes in Physics pdf epub mobi txt 电子书 下载 2024
This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications. An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the "peculiar character in the motions of the particles of pollen in water" as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a "Brownian particle on which the total force included a random component" to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.
教授推荐的fun reading.浅显易懂是真的,没有发现怎么fun了。。。
评分写得好细致,从基本变量讲起简直就是讲义合集。和上课差不多,非常适合自学。
评分写得好细致,从基本变量讲起简直就是讲义合集。和上课差不多,非常适合自学。
评分写得好细致,从基本变量讲起简直就是讲义合集。和上课差不多,非常适合自学。
评分写得好细致,从基本变量讲起简直就是讲义合集。和上课差不多,非常适合自学。
有一半的内容在讲概率论 后面主要是布朗运动和Wiener Process,主要的工具是stochastic differential equation 如果对于随机过程没有任何了解的话,花两三个小时把这本书看一遍还是挺有帮助的(比如我这样的。。。)
评分有一半的内容在讲概率论 后面主要是布朗运动和Wiener Process,主要的工具是stochastic differential equation 如果对于随机过程没有任何了解的话,花两三个小时把这本书看一遍还是挺有帮助的(比如我这样的。。。)
评分有一半的内容在讲概率论 后面主要是布朗运动和Wiener Process,主要的工具是stochastic differential equation 如果对于随机过程没有任何了解的话,花两三个小时把这本书看一遍还是挺有帮助的(比如我这样的。。。)
评分有一半的内容在讲概率论 后面主要是布朗运动和Wiener Process,主要的工具是stochastic differential equation 如果对于随机过程没有任何了解的话,花两三个小时把这本书看一遍还是挺有帮助的(比如我这样的。。。)
评分有一半的内容在讲概率论 后面主要是布朗运动和Wiener Process,主要的工具是stochastic differential equation 如果对于随机过程没有任何了解的话,花两三个小时把这本书看一遍还是挺有帮助的(比如我这样的。。。)
An Introduction to Stochastic Processes in Physics pdf epub mobi txt 电子书 下载 2024