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Stochastic Methods: A Handbook for the Natural and Social Sciences

Stochastic Methods: A Handbook for the Natural and Social Sciences - Paperback

by Crispin Gardiner
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Availability:In StockContributor:Crispin GardinerSeries:Springer Series in Synergetics #13Publish date:2010-10-19Pages:447
Language:EnglishPublisher:SpringerISBN-13:9783642089626ISBN-10:3642089623UPC:9783642089626Book Category:Mathematics, ScienceBook Subcategory:Probability & Statistics, Applied, PhysicsBook Topic:Optics & LightSize:9.21 x 6.14 x 0.94 inchesWeight:1.4308Product ID:SC37AY25XR
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.- L?vy 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.
Language:EnglishPublisher:SpringerISBN-13:9783642089626ISBN-10:3642089623UPC:9783642089626Book Category:Mathematics, ScienceBook Subcategory:Probability & Statistics, Applied, PhysicsBook Topic:Optics & LightSize:9.21 x 6.14 x 0.94 inchesWeight:1.4308Product ID:SC37AY25XR
Publisher: Springer

Edition

4th Edition

Contributor(s)

Crispin Gardiner

Author

Crispin Gardiner

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