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Stochastic methods : a handbook for the natural and social sciences

Author: C W Gardiner
Publisher: Berlin : Springer, ©2009.
Series: Springer series in synergetics (Unnumbered); Springer complexity.
Edition/Format:   Print book : English : 4th edView all editions and formats
Database:WorldCat
Summary:

This classic text and reference collects the many formulae and methods that can be found in the scientific literature on stochastic methods. This fourth edition has been thoroughly updated and  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: C W Gardiner
ISBN: 9783540707127 3540707123
OCLC Number: 277069162
Notes: Revised edition of: Handbook of stochastic methods for physics, chemistry, and the natural sciences. 3rd ed. c2004.
Description: xvii, 447 pages : illustrations ; 25 cm.
Contents: Machine generated contents note: 1. Historical Introduction --
2. Probability Concepts --
3. Markov Processes --
4. Ito Calculus and Stochastic Differential Equations --
5. Fokker-Planck Equation --
6. Fokker-Planck Equation in Several Dimensions --
7. Small Noise Approximations for Diffusion Processes --
8. White Noise Limit --
9. Beyond the White Noise Limit --
10. Levy Processes and Financial Applications --
11. Master Equations and Jump Processes --
12. Poisson Representation --
13. Spatially Distributed Systems --
14. Bistability, Metastability, and Escape Problems --
15. Simulation of Stochastic Differential Equations.
Series Title: Springer series in synergetics (Unnumbered); Springer complexity.
Responsibility: Crispin W. Gardiner.

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From the reviews of the fourth edition:"This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. ... this fourth one is `thoroughly revised and Read more...

 
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