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| LEADER |
01740nam a22003497a 4500 |
| 001 |
381732 |
| 008 |
090619t20092009xxe ||| |||| 00| 0 eng d |
| 009 |
PPN134331095 |
| 020 |
|
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|a 9783540707127 (rel.)
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| 020 |
|
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|a 9783642089626 (br.)
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| 024 |
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|a 9783540707127
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| 024 |
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|a 9783642089626
|
| 041 |
0 |
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|a eng
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| 084 |
|
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|a 60Hxx. 2010
|
| 084 |
|
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|a 60Jxx. 2010
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| 084 |
|
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|a 82C31. 2010
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| 084 |
|
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|a 00A69. 2010
|
| 100 |
1 |
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|a Gardiner, Crispin W.
|
| 245 |
1 |
0 |
|a Stochastic methods :
|b a handbook for the natural and social sciences
|c Crispin Gardiner.
|
| 250 |
|
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|a 4th edition.
|
| 260 |
|
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|a Berlin ;
|a Heidelberg :
|b Springer.
|
| 260 |
|
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|c C 2009.
|
| 300 |
|
|
|a 1 vol. (XVII-447 p.) :
|b ill. ;
|c 24 cm.
|
| 490 |
1 |
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|a Springer Series in synergetics
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| 504 |
|
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|a Bibliographie p. [421]-433. Index
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| 505 |
0 |
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|a A Historical Introduction. -- - Probability Concepts. -- - Markov Processes. -- - The Ito Calculus and Stochastic Differential Equations. -- - The Fokker-Planck Equation. -- - The Fokker-Planck Equation in Several Dimensions. -- - Small Noise Approximations for Diffusion Processes. -- - The White Noise Limit. -- - Beyond the White Noise Limit. -- - Levy Processes and Financial Applications. -- - Master Equations and Jump Processes. -- - The Poisson Representation. -- - Spatially Distributed Systems. -- - Bistability, Metastability, and Escape Problems. -- - Simulation of Stochastic Differential Equations.
|
| 650 |
|
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|a Processus stochastiques
|
| 650 |
|
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|a Markov, processus de
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| 650 |
|
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|a Équations différentielles stochastiques
|
| 650 |
|
|
|a Fokker-Planck, Équation de
|
| 650 |
|
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|a Itô, Intégrales d'
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| 997 |
|
|
|0 381732
|1 Livre papier
|a Ressource papier
|c 0/Orléans/
|c 1/Orléans/IDP/
|z Orléans, IDP, 7261 GAR
|
