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Handbook of stochastic methods: For physics, chemistry and natural sciences /
| Autor principal: | |
|---|---|
| Formato: | Printed Book |
| Idioma: | English |
| Publicado em: |
Berlin:
Springer- Verlag,
2004.
|
| Edição: | Ed.3 |
Sumário:
- 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