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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives
The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of adva
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives
The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of adva
The theory of stochastic processes originally grew out of efforts to describe Brownian motion quantitatively. Today it provides a huge arsenal of methods suitab
