Guide to First-Passage Processes

First-passage properties underlie a wide range of stochastic processes, such as diffusion-controlled reactions, neuron firing, and the triggering of stock options. The basic theory is outlined from a modern physics perspective which emphasizes the connections with other fields. The wide variety of applications will appeal to graduate students and researchers in physics, chemistry, theoretical biology, electrical engineering, chemical engineering, operations research, and finance.Redner, Sidney is the author of 'Guide to First-Passage Processes ', published 2008 under ISBN 9780521036917 and ISBN 0521036917.