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 |