Stochastic Methods: A Handbook for the Natural and Social Sciences

by Crispin W. Gardiner

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: Hardcover
• Language: English
• ISBN: 3540707123
• ISBN13: 9783540707127
• Release Date: January 2009
• Publisher: Springer
• Length: 447 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.2" x 6.5" x 9.3"