Stochastic methods : a handbook for the natural and social sciences / Crispin Gardiner

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Gardiner, Crispin
4th ed.
Berlin : Springer, 2009.
XVII, 447 S.
englisch
Früher u. d. T.: Handbook of stochastic methods: for physics, chemistry and the natural sciences
9783540707127
Springer series in synergetics
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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