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Stochastic resonance

a mathematical approach in the small noise limit

Multiscale problems in the life sciences

from microscopic to macroscopic : lectures given at the Banach center and C.I.M.E. joint summer school held in Bedlewo, Poland, september 4-9, 2006

Physics of stochastic processes

how randomness acts in time

  • Mahnke, Reinhard

An introduction to stochastic processes in physics

containing "On the theory of Brownian Motion" by Paul Langevin, translated by Anthony Gythiel

  • Lemons, Don Stephen

Survival under uncertainty

an introduction to probability models of social structure and evolution

  • Volchenkov, Dimitri

Probability tales

  • Grinstead, Charles M.

Elementary stochastic calculus

with finance in view

  • Mikosch, Thomas