Introduction to the theory of stochastic processes and Brownian motion problems

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dc.creatorGarcia-Palacios, J. L.
dc.date2007-01-11
dc.date.accessioned2026-07-07T07:46:09Z
dc.date.available2026-07-07T07:46:09Z
dc.descriptionThese notes are an introduction to the theory of stochastic processes based on several sources. The presentation mainly follows the books of van Kampen and Wio, except for the introduction, which is taken from the book of Gardiner and the parts devoted to the Langevin equation and the methods for solving Langevin and Fokker-Planck equations, which are based on the book of Risken.
dc.description104 pages, 15 figs. Undergraduate (2002) and graduate course notes (2005). Examples drawn from both translational and rotational Brownian motion
dc.identifierhttps://arxiv.org/abs/cond-mat/0701242
dc.identifierhttp://arxiv.org/abs/cond-mat/0701242
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/123737
dc.subjectStatistical Mechanics
dc.subjectData Analysis, Statistics and Probability
dc.titleIntroduction to the theory of stochastic processes and Brownian motion problems
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