By Horacio S Wio,a

ISBN-10: 9814447994

ISBN-13: 9789814447997

This publication offers an introductory albeit good presentation of course integration concepts as utilized to the sphere of stochastic procedures. the topic all started with the paintings of Wiener in the course of the 1920's, akin to a sum over random trajectories, looking ahead to through 20 years Feynman's well-known paintings at the course necessary illustration of quantum mechanics. even though, the genuine set off for the appliance of those ideas inside of nonequilibrium statistical mechanics and stochastic procedures used to be the paintings of Onsager and Machlup within the early 1950's. The final sector of the twentieth century has witnessed a becoming curiosity during this strategy and its program in different branches of analysis, even outdoors physics (for example, in economy).

The target of this ebook is to supply a quick yet whole presentation of the trail critical method of stochastic strategies. it can be used as a sophisticated textbook for graduate scholars or even bold undergraduates in physics. It describes tips to observe those concepts for either Markov and non-Markov tactics. the trail growth (or semiclassical approximation) is mentioned and tailored to the stochastic context. additionally, a few examples of nonlinear differences and a few functions are mentioned, in addition to examples of quite strange functions. an in depth bibliography is incorporated. The ebook is particular adequate to seize the curiosity of the curious reader, and entire adequate to supply a high-quality history to discover the learn literature and begin exploiting the realized fabric in genuine situations.

**Contents:**

- Stochastic techniques: a brief Tour
- The direction quintessential for a Markov Stochastic Process
- Generalized direction growth Scheme I
- Space-Time Transformation I
- Generalized direction growth Scheme II
- Space-Time Transformation II
- Non-Markov methods: coloured Noise Case
- Non-Markov methods: Non-Gaussian Case
- Non-Markov procedures: Nonlinear Cases
- Fractional Diffusion Process
- Feynman–Kac formulation, the impression Functional
- Other Diffusion-Like Problems
- What was once Left Out

**Readership:** complex undergraduate and graduate scholars, researchers attracted to stochastic research and statistical physics.

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**Additional info for Path Integrals for Stochastic Processes:An Introduction**

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### Path Integrals for Stochastic Processes:An Introduction by Horacio S Wio,a

by James

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