Selected Papers on Noise Stochastic

These six classic papers on stochastic process were selected to meet the needs of professionals and advanced undergraduates and graduate students in physics applied mathematics and engineering. Contents include: Stochastic Problems in Physics and Astronomy by S. Chandrasekhar from Reviews of Modern Physics Vol. 15 No. 1On the Theory of Brownian Motion by G. E. Uhlenbeck and L. S. Ornstein from Physical Review Vol. 36 No. 3On the Theory of the Brownian Motion II by Ming Chen Wang and G. E. Uhlenbeck from Reviews of Modern Physics Vol. 17 Nos. 2 and 3Mathematical Analysis of Random Noise by S. O. Rice from Bell System Technical Journal Vols. 23 and 24Random Walk and the Theory of Brownian Motion by Mark Kac from American Mathematical Monthly Vol. 54 No. 7 The Brownian Movement and Stochastic Equations by J. L. Doob from Annals of Mathematics Vol. 43 No. 2