This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has...
This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subje...
Brings together, in an introductory form, the scattered material in the field of stochastic processes and statistical physics. This book is intended for undergraduate and graduate students of physics who wish to gain an introduction to stochastic, kinetic and nonequilibrium processes.
Brings together, in an introductory form, the scattered material in the field of stochastic processes and statistical physics. This book is intended f...
