Handbook of stochastic methods: for physics, chemistry and the natural sciences.

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Gardiner, Crispin W.
2. ed.
Berlin : Springer, 1985.
XIX, 442 S.
englisch
3540156070
0387156070
9780387156071
9783540156079
Springer series in synergetics ; vol 0013.
Ito calculus and stochastic differential equation
approximation methods and diffusion processes
Master equation and jump processes
spatially distributed systems
bistability, metastability and escape problems
quantum mechanical Markov processes

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