TY - BOOK AU - C W Gardiner TI - Handbook of stochastic methods for physics, chemistry, and the natural sciences T2 - Springer series in synergetics (Unnumbered) SN - 9783540208822 U1 - 530.159 GAR-H PY - 2004/// CY - Berlin ; New York PB - Springer KW - Stochastic processes. N1 - 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 ER -