Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics)

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9783540156079: Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics)
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In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

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The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. Strong emphasis is placed on systematic approximation methods for solving problems. Stochastic adiabatic elimination is newly formulated. The book contains the "folklore" of stochastic methods in systematic form, and is suitable for use as a reference work.
In this second edition extra material has been added with recent progress in stochastic methods taken into account.

Review:

From the reviews
"Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts of stochastic theory."
(JOURNAL OF QUANTUM ELECTRONICS)

"A first class book."
(Optica Acta)

"This book is ideal for people that need a clear introduction to stochastic mathematics and their applications in physical sciences. It is also an excellent reference book, covering a wide range of applications."
(www.quantnotes.com)

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