Stochastic Processes, Formalism and Applications (Lecture Notes in Physics) by G.S. Agarwal
Springer; 1983 edition | January 7, 1983 | English | ISBN: 3540123261 | 32 pages | PDF | 16 MB
These proceedings are based on lectures delivered at the School. The aim was to introduce research workers at the pre- and post-doctoral levels to the basic concepts, techniques and applications of stochastic theories. Some of the discussions, such as those on the properties of Gaussian and Markov processes and on Langevin and Fokker-Planck equations, have by now become standard textbook material. It
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