Stochastic methods : a handbook for the natural and social sciences
著者
書誌事項
Stochastic methods : a handbook for the natural and social sciences
（Springer series in synergetics）（Springer complexity）
Springer, c2009
4th ed
- : hard
- : softcover
大学図書館所蔵 件 / 全48件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references (p. [421]-433) and indexes
内容説明・目次
内容説明
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
目次
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.- Levy Processes and Financial Applications.- Master Equations and Jump Processes.- The Poisson Representation.- Spatially Distributed Systems.- Bistability, Metastability, and Escape Problems.- Simulation of Stochastic Differential Equations.
「Nielsen BookData」 より
