Chukchi
Senior Member
Posts: 886
Joined: Dec 2001
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Sat Jan 22, 05 07:34 PM
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Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, Third Edition (Springer Series in Synergetics)
by Crispin W. Gardiner
Paperback 432 pages (April 28, 2004)
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
ISBN: 3540208828
Table of Contents
1 A historical introduction 1
2 Probability concepts 21
3 Markov processes 42
4 The Ito calculus and stochastic differential equations 80
5 The Fokker-Planck equation 117
6 Approximation methods for diffusion processes 177
7 Master equations and jump processes 235
8 Spatially distributed systems 303
9 Bistability, metastability, and escape problems 342
10 Simulation of stochastic differential equations 373
References 393
Bibliography 399
Symbol index 403
Author index 407
Subject index 409
FinMath.com
Edited: Wed Feb 09, 05 at 05:46 PM by Chukchi
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