An Informal Introduction To Stochastic Calculus With Applications (2版)

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Most branches of science involving random fluctuations can be approached by Stochastic Calculus. These include, but are not limited to, signal processing, noise filtering, stochastic control, optimal stopping, electrical circuits, financial markets, molecular chemistry, population dynamics, etc. All these applications assume a strong mathematical background, which in general takes a long time to develop. Stochastic Calculus is not an easy to grasp theory, and in general, requires acquaintance with the probability, analysis and measure theory. The goal of this book is to present Stochastic Calculus at an introductory level and not at its maximum mathematical detail. The author's goal was to capture as much as possible the spirit of elementary deterministic Calculus, at which students have been already exposed. This assumes a presentation that mimics similar properties of deterministic Calculus, which facilitates understanding of more complicated topics of Stochastic Calculus. The second edition contains several new features that improved the first edition both qualitatively and quantitatively. First, two more chapters have been added, Chapter 12 and Chapter 13, dealing with applications of stochastic processes in Electrochemistry and global optimization methods. This edition contains also a final chapter material containing fully solved review problems and provides solutions, or at least valuable hints, to all proposed problems. The present edition contains a total of about 250 exercises. This edition has also improved presentation from the first edition in several chapters, including new material.

An Introduction to Gravity (1版)

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【簡介】 Why can't you take Newtonian gravity, add special relativity, and build a relativistic theory of gravity that matches the predictions of our accepted theory, Einstein's general relativity? Ideal for a

An Introduction to General Relativity and Cosmology (2版)

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【簡介】 Experts Plebański and Krasiński provide a thorough introduction to the tools of general relativity and relativistic cosmology. Assuming familiarity with advanced calculus, classical mechanics, electrodynamics and special relativity, the text begins with a short course on differential geometry, taking a unique top-down approach. Starting with general manifolds on which only tensors are defined, the covariant derivative and affine connection are introduced before moving on to geodesics and curvature. Only then is the metric tensor and the (pseudo)-Riemannian geometry introduced, specialising the general results to this case. The main text describes relativity as a physical theory, with applications to astrophysics and cosmology. It takes the reader beyond traditional courses on relativity through in-depth descriptions of inhomogeneous cosmological models and the Kerr metric. Emphasis is given to complete and clear derivations of the results, enabling readers to access research articles published in relativity journals.