Handbook of Stochastic Methods

for Physics, Chemistry and the Natural Sciences

Crispin W. Gardiner - Collection Springer Series In Synergetics

416 pages, parution le 06/04/2004 (3^eme édition)

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Résumé

The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations and stochastic master equations. Strong emphasis is placed on systematic approximation methods for solving problems. The practical orientation and broad coverage will appeal to researchers and academics working in theoretical physics, physical chemistry and mathematical finance.

The inclusion of a new chapter on the numerical treatment of stochastic differential equations further enhances the value of the third edition of this classic text for practitioners.

Written for:
Students, practitioners

Sommaire

A historical introduction
Probability concepts
Markov processes
The Ito and stochastic differential equations
The Fokker-Planck equation
Approximation methods for diffusion processes
Master equations and jump processes
Spatially distributed systems
Bistability, metastability, and escape problems
Simulation of stochastic differential equations

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Crispin W. Gardiner
Collection	Springer Series In Synergetics
Parution	06/04/2004
Édition	3^eme édition
Nb. de pages	416
Format	15,5 x 23,5
Couverture	Broché
Poids	650g
Intérieur	Noir et Blanc
EAN13	9783540208822