Stochastic Tools in Mathematics and Science

DOI10.1007/978-1-4419-1002-8zbMath1184.60001MaRDI QIDQ3182204

Alexandre Joel Chorin, Ole Hansen Hald

Publication date: 6 October 2009

Full work available at URL: https://doi.org/10.1007/978-1-4419-1002-8

zbMATH Keywords

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

Mathematics Subject Classification ID

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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