Stochastic Tools in Mathematics and Science
Publication:3182204
DOI10.1007/978-1-4419-1002-8zbMath1184.60001MaRDI QIDQ3182204
Ole Hansen Hald, Alexandre Joel Chorin
Publication date: 6 October 2009
Full work available at URL: https://doi.org/10.1007/978-1-4419-1002-8
heat equation; random walks; Brownian motion; Markov chain Monte Carlo; stationary stochastic processes; Langevin equation; Ising model; harmonic oscillator; Mori-Zwanzig formalism; basic probability theory; scale separation and weak coupling
65C05: Monte Carlo methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60J65: Brownian motion
60G35: Signal detection and filtering (aspects of stochastic processes)
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
82B31: Stochastic methods applied to problems in equilibrium statistical mechanics
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