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Handbook of stochastic methods for physics, chemistry, and the natural sciences
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| Format: | Printed Book |
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Berlin ; New York
Springer
2004
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| Series: | Springer series in synergetics (Unnumbered)
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| Subjects: |
Table of Contents:
- 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.