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Handbook of stochastic methods: For physics, chemistry and natural sciences /
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| Format: | Printed Book |
| Language: | English |
| Published: |
Berlin:
Springer- Verlag,
2004.
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| Edition: | Ed.3 |
Table of Contents:
- 1. Historical introduction 2. Probability concepts 3. Markov processes 4. Ito calculus and stochastic differential equations 5. Fokker-Planck equation 6. Approximation methods for diffusion processes 7. Master-Equations and jump processes 8. Spatia