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

By: Material type: TextTextSeries: Springer series in synergetics (Unnumbered)Publication details: Berlin ; New York Springer 2004Description: xvii, 415 pages : illustrations ; 24 cmISBN:
  • 9783540208822
Subject(s): DDC classification:
  • 530.159 GAR-H
Contents:
1. A historical introduction -- 2. Probability concepts -- 3. Markov processes -- 4. The Ito calculus and stochastic differential equations -- 5. The Fokker-Planck equation -- 6. Approximation methods for diffusion processes -- 7. Master equations and jump processes -- 8. Spatially distributed systems -- 9. Bistability, metastability, and escape problems -- 10. Simulation of stochastic differential equations.
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Holdings
Item type Current library Home library Collection Call number Status Notes Date due Barcode
Book Book Dept. of Computational Biology and Bioinformatics Processing Center Dept. of Computational Biology and Bioinformatics Gift or donation 530.159 GAR-H (Browse shelf(Opens below)) Available GIFT DCBG-0010

1. A historical introduction -- 2. Probability concepts -- 3. Markov processes -- 4. The Ito calculus and stochastic differential equations -- 5. The Fokker-Planck equation -- 6. Approximation methods for diffusion processes -- 7. Master equations and jump processes -- 8. Spatially distributed systems -- 9. Bistability, metastability, and escape problems -- 10. Simulation of stochastic differential equations.

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