Stochastic Methods: A Handbook for the Natural and Social Sciences

by Crispin W. Gardiner

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Book Overview

The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations and stochastic master equations. Strong emphasis is placed on systematic approximation methods for solving problems. The practical orientation and broad coverage will appeal to researchers and academics working in theoretical physics, physical chemistry and mathematical finance.

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Format:Paperback

Language:English

ISBN:3642089623

ISBN13:9783642089626

Release Date:October 2010

Publisher:Springer

Length:447 Pages

Weight:1.80 lbs.

Dimensions:0.9" x 6.1" x 9.2"

Related Subjects

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

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Stochastic Methods: A Handbook for the Natural and Social Sciences

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