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Handbook of stochastic methods for physics, chemistry, and the natural sciences

Bibliographic Details
Main Author: C W Gardiner
Format: Printed Book
Published: Berlin ; New York Springer 2004
Series:Springer series in synergetics (Unnumbered)
Subjects:
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999 |c 30266  |d 30266 
020 |a 9783540208822 
082 |a 530.159 GAR-H 
100 |a  C W Gardiner 
245 |a Handbook of stochastic methods for physics, chemistry, and the natural sciences 
260 |a  Berlin ; New York  |b Springer  |c 2004 
300 |a  xvii, 415 pages : illustrations ; 24 cm. 
490 |a  Springer series in synergetics (Unnumbered) 
505 |a  1. A historical introduction -- 2. Probability concepts -- 3. Markov processes -- 4. The Ito calculus and stochastic differential equations -- 5. The Fokker-Planck equation -- 6. Approximation methods for diffusion processes -- 7. Master equations and jump processes -- 8. Spatially distributed systems -- 9. Bistability, metastability, and escape problems -- 10. Simulation of stochastic differential equations. 
650 |a  Stochastic processes.  
942 |c BK 
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