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Handbook of stochastic methods: For physics, chemistry and natural sciences /

Dettagli Bibliografici
Autore principale: Gardiner, C W
Natura: Printed Book
Lingua:English
Pubblicazione: Berlin: Springer- Verlag, 2004.
Edizione:Ed.3
Sommario:
  • 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