Title: Stochastic equations through the eye of the physicist
Description: Divided into five parts, part I of this book gives mathematical formulation for the physical models of transport, diffusion, propagation. Parts II and III set up and apply the techniques of variational calculus and stochastic analysis. Part IV takes up issues for the coherent phenomena in stochastic dynamical systems. Part V contains appendixes.
Subjects: Stochastic processes, General, Probability & Statistics, Mathematical physics, MATHEMATICS, Analyse stochastique, Stochastic analysis, Physique mathématique, Processus stochastiques