Stochastic Equations through the Eye of the Physicist : Basic Concepts, Exact Results and Asymptotic Approximations (Hardcover)

I Dynamical description of stochastic systems
1 Examples, basic problems, peculiar features of solutions
2 Indicator function and Liouville equation
II Stochastic equations
3 Random quantities, processes and fields
4 Correlation splitting
5 General approaches to analyzing stochastic dynamic systems
6 Stochastic equations with the Markovian fluctuations of parameters
III Asymptotic and approximate methods for analyzing stochastic equations
7 Gaussian random field delta-correlated in time (ordinary differential equations)
8 Methods for solving and analyzing the Fokker-Planck equation
9 Gaussian delta-correlated random field (causal integral equations)
10 Diffusion approximation
IV Coherent phenomena in stochastic dynamic systems
11 Passive tracer clustering and diffusion in random hydrodynamic flows
12 Wave localization in randomly layered media
13 Wave propagation in random inhomogeneous medium
14 Some problems of statistical hydrodynamics
A Variation (functional) derivatives
B Fundamental solutions of wave problems in empty and layered media
B.1 The case of empty space
B.2 The case of layered space
C Imbedding method in boundary-value wave problems
C.1 Boundary-value problems for ordinary differential equations
C.2 Stationary boundary-value wave problems
C.2.1 One-dimensional stationary boundary-value wave problems