000 00914nam a22001577a 4500
999 _c296992
_d296992
020 _a9783540208822
082 _a530.159 GAR-H
100 _a C W Gardiner
245 _aHandbook of stochastic methods for physics, chemistry, and the natural sciences
260 _a Berlin ; New York
_bSpringer
_c2004
300 _a xvii, 415 pages : illustrations ; 24 cm.
490 _a Springer series in synergetics (Unnumbered)
505 _a 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.
650 _a Stochastic processes.
942 _cBK