Download the fantastic book titled Path Integrals for Stochastic Processes written by Horacio S. Wio, available in its entirety in both PDF and EPUB formats for online reading. This page includes a concise summary, a preview of the book cover, and detailed information about "Path Integrals for Stochastic Processes", which was released on 23 May 2024. We suggest perusing the summary before initiating your download. This book is a top selection for enthusiasts of the Mathematics genre.
Summary of Path Integrals for Stochastic Processes by Horacio S. Wio PDF
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.
Detail About Path Integrals for Stochastic Processes PDF
- Author : Horacio S. Wio
- Publisher : World Scientific
- Genre : Mathematics
- Total Pages : 174 pages
- ISBN : 9814449040
- Release Date : 23 May 2024
- PDF File Size : 55,8 Mb
- Language : English
- Rating : 4/5 from 21 reviews
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