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Fractal structures are found everywhere in nature, and as a consequence anomalous diffusion has far reaching implications in a host of phenomena. This book describes diffusion and transport in disordered media such as fractals, porous rocks and random resistor networks. Divided into four Parts, Part I contains material of general interest to statistical physics: fractals, percolation theory, regular random walks and diffusion, continuous time random walks and Lévy walks and flights. Part II covers anomalous diffusion in fractals and disordered media, while Part III serves as an introduction to the kinetics of diffusion-limited reactions. Part IV discusses the problem of diffusion-limited coalescence in one dimension. This book will be of particular interest to researchers requiring a clear introduction to the field. It will also be of interest to graduate students studying in areas of physics, chemistry, and engineering.

Diffusion. --- Fractals. --- Stochastic processes.

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POLYMERS --- THERMAL DIFFUSION --- HOLOGRAPHY --- ANALYSIS

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Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.

Markov processes. --- Diffusion processes. --- Martingales (Mathematics)

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Stream measurements --- Water --- Diffusion in hydrology. --- Pollution

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This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.

Diffusion processes. --- Markov processes. --- Martingales (Mathematics)