skip to content
Stochastic methods : a handbook for the natural and social sciences Preview this item
ClosePreview this item
Checking...

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
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...

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: C W Gardiner
ISBN: 9783540707127 3540707123 9783642089626 3642089623
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: 1. Historical Introduction. p. 1. 2. Probability Concepts. p. 23. 3. Markov Processes. p. 42. 4. Ito Calculus and Stochastic Differential Equations. p. 77. 5. Fokker-Planck Equation. p. 113. 6. Fokker-Planck Equation in Several Dimensions. p. 138. 7. Small Noise Approximations for Diffusion Processes. p. 169. 8. White Noise Limit. p. 185. 9. Beyond the White Noise Limit. p. 216. 10. Levy Processes and Financial Applications. p. 235. 11. Master Equations and Jump Processes. p. 264. 12. Poisson Representation. p. 301. 13. Spatially Distributed Systems. p. 336. 14. Bistability, Metastability, and Escape Problems. p. 372. 15. Simulation of Stochastic Differential Equations. p. 401. Author Index. p. 434. Symbol Index. p. 435. Subject Index. p. 439.
Series Title: Springer series in synergetics (Unnumbered); Springer complexity.
Responsibility: Crispin W. Gardiner.

Reviews

Editorial reviews

Publisher Synopsis

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...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Related Subjects:(5)

User lists with this item (2)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/277069162> # Stochastic methods : a handbook for the natural and social sciences
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "277069162" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/gw> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/3857342157#Place/berlin> ; # Berlin
    rdfs:seeAlso <http://experiment.worldcat.org/entity/work/data/3857342157#CreativeWork/handbook_of_stochastic_methods_for_physics_chemistry_and_the_natural_sciences> ; # Handbook of stochastic methods for physics, chemistry, and the natural sciences.
    schema:about <http://id.worldcat.org/fast/1133519> ; # Stochastic processes
    schema:about <http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stochastischer_prozess> ; # Stochastischer Prozess
    schema:about <http://dewey.info/class/519.23/e22/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/3857342157#Topic/mathematische_physik> ; # Mathematische Physik
    schema:about <http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stokastiska_processer> ; # Stokastiska processer
    schema:about <http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stochastische_analysis> ; # Stochastische Analysis
    schema:bookEdition "4th ed." ;
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/71486711> ; # Crispin W. Gardiner
    schema:copyrightYear "2009" ;
    schema:creator <http://viaf.org/viaf/71486711> ; # Crispin W. Gardiner
    schema:datePublished "2009" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/3857342157> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/3857342157#Series/springer_series_in_synergetics_unnumbered> ; # Springer series in synergetics (Unnumbered)
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/3857342157#Series/springer_complexity> ; # Springer complexity.
    schema:name "Stochastic methods : a handbook for the natural and social sciences"@en ;
    schema:productID "277069162" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/277069162#PublicationEvent/berlin_springer_2009> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/3857342157#Agent/springer> ; # Springer
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017096425&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=017096425&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:workExample <http://worldcat.org/isbn/9783642089626> ;
    schema:workExample <http://worldcat.org/isbn/9783540707127> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA8D7419> ;
    umbel:isLike <http://d-nb.info/992310210> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/277069162> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/3857342157#CreativeWork/handbook_of_stochastic_methods_for_physics_chemistry_and_the_natural_sciences> # Handbook of stochastic methods for physics, chemistry, and the natural sciences.
    a schema:CreativeWork ;
    schema:creator <http://viaf.org/viaf/71486711> ; # Crispin W. Gardiner
    schema:name "Handbook of stochastic methods for physics, chemistry, and the natural sciences." ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Series/springer_complexity> # Springer complexity.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/277069162> ; # Stochastic methods : a handbook for the natural and social sciences
    schema:name "Springer complexity." ;
    schema:name "Springer complexity" ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Series/springer_series_in_synergetics_unnumbered> # Springer series in synergetics (Unnumbered)
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/277069162> ; # Stochastic methods : a handbook for the natural and social sciences
    schema:name "Springer series in synergetics (Unnumbered)" ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Topic/mathematische_physik> # Mathematische Physik
    a schema:Intangible ;
    schema:name "Mathematische Physik"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stochastische_analysis> # Stochastische Analysis
    a schema:Intangible ;
    schema:name "Stochastische Analysis"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
    schema:name "Stochastischer Prozess"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/3857342157#Topic/stokastiska_processer> # Stokastiska processer
    a schema:Intangible ;
    schema:name "Stokastiska processer"@en ;
    .

<http://id.worldcat.org/fast/1133519> # Stochastic processes
    a schema:Intangible ;
    schema:name "Stochastic processes"@en ;
    .

<http://viaf.org/viaf/71486711> # Crispin W. Gardiner
    a schema:Person ;
    schema:birthDate "1942" ;
    schema:familyName "Gardiner" ;
    schema:givenName "Crispin W." ;
    schema:givenName "C. W." ;
    schema:name "Crispin W. Gardiner" ;
    .

<http://worldcat.org/isbn/9783540707127>
    a schema:ProductModel ;
    schema:isbn "3540707123" ;
    schema:isbn "9783540707127" ;
    .

<http://worldcat.org/isbn/9783642089626>
    a schema:ProductModel ;
    schema:isbn "3642089623" ;
    schema:isbn "9783642089626" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.