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Synopsis
Handbook of Stochastic Methods covers the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quantum-mechanical Markov processes. From the reviews: "Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts in stochastic theory." Journal of Quantum Electronics "A first class book." Optica Acta In this second edition extra material has been added with recent progress in stochastic methods taken into account.
"synopsis" may belong to another edition of this title.
From the Back Cover
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)
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date1997
- ISBN 10 3540616349
- ISBN 13 9783540616344
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages442
- Rating
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