Hoping to make the text more accessible to readers not schooled in the probabalistic tradition, Stroock (affiliation unspecified) emphasizes the geometric over the stochastic analysis of differential manifolds. Chapters deconstruct Brownian paths, diffusions in Euclidean space, …
"This book contains a systematic and self-contained treatment of Feynman-Kac path measures, then genealogical and interacting particle interpretations, and their applications to a variety of problems arising in statistical physics, biology, and advanced engineering sciences. To…
This book presents a study of statistical equilibrium in systems of interacting components. The central theory of the work is the interaction known as weak coupling, which can be applied to models in both scientific and socio-economic fields.
Essentials of stochastic processes
by Itåo, Kiyosi
fromTranslations of mathematical monographs
The goal of this book is to present a detailed exposition of the quantum field renormalization-group (RG) technique and its applications to various problems in the classical theory of critical behaviour and stochastic dynamics.
"Self-contained, clearly written, and well organized, this book forms a reference for graduate students and researchers in theoretical physics, applied mathematics, statistical physics, and fluid dynamics."--Jacket.
