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Paperback Stochastic Methods: A Handbook for the Natural and Social Sciences Book
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ISBN: 3642089623

ISBN13: 9783642089626

Stochastic Methods: A Handbook for the Natural and Social Sciences

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Format: Paperback

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Book Overview

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.- L vy Processes and Financial Applications.- Master Equations and Jump Processes.- The Poisson Representation.- Spatially Distributed Systems.-...

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Math Mathematics Science Science & Math Science & Scientists Science & Technology

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