Handbook of stochastic methods for physics, chemistry, and the natural sciences
- Berlin ; New York Springer 2004
- xvii, 415 pages : illustrations ; 24 cm.
- Springer series in synergetics (Unnumbered) .
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.