Crispin Gardiner
Springer Berlin Heidelberg
4e druk, 2010
9783642089626
Stochastic Methods
A Handbook for the Natural and Social Sciences
Specificaties
Paperback, 447 blz.
|
Engels
Springer Berlin Heidelberg |
4e druk, 2010
ISBN13: 9783642089626
Rubricering
Onderdeel van serie
Springer Series in Synergetics
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Specificaties
ISBN13:9783642089626
Taal:Engels
Bindwijze:paperback
Aantal pagina's:447
Uitgever:Springer Berlin Heidelberg
Druk:4
Inhoudsopgave
A Historical Introduction.- Probability Concepts.- Markov Processes.- The Ito Calculus and Stochastic Differential Equations.- The Fokker-Planck Equation.- The Fokker-Planck Equation in Several Dimensions.- Small Noise Approximations for Diffusion Processes.- The White Noise Limit.- Beyond the White Noise Limit.- Lévy Processes and Financial Applications.- Master Equations and Jump Processes.- The Poisson Representation.- Spatially Distributed Systems.- Bistability, Metastability, and Escape Problems.- Simulation of Stochastic Differential Equations.