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" Stochastic methods : "
Crispin W. Gardiner.
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BL
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| Record Number
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782982
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b602995
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| Main Entry
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Crispin W. Gardiner.
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| Title & Author
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Stochastic methods : : a handbook for the natural and social sciences\ Crispin W. Gardiner.
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| Edition Statement
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4a ed
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| Publication Statement
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Berlin: Springer, ©, 2010
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| Series Statement
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Springer series in synergetics (Unnumbered);
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| Page. NO
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447 p. : il. ; 25 cm.
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| ISBN
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3642089623
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: 9783642089626
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| Contents
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A Historical Introduction.- Probability Concepts.- Markov Processes.- The Ito Calculus and Stochastic Differential Equations.- The Fokker-Planck Equation.- The Fokker-Planck Equation in Several Dimensions.- Small Noise Approximations for Diffusion Processes.- The White Noise Limit.- Beyond the White Noise Limit.- Levy Processes and Financial Applications.- Master Equations and Jump Processes.- The Poisson Representation.- Spatially Distributed Systems.- Bistability, Metastability, and Escape Problems.- Simulation of Stochastic Differential Equations.
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| Subject
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Procesos estocasticos.
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| LC Classification
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QA274.C757 2010
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| Added Entry
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C W Gardiner
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