Stochastic methods : a handbook for the natural and social sciences
保存先:
| 第一著者: | |
|---|---|
| フォーマット: | Livre papier |
| 言語: | Anglais |
| 出版事項: |
Berlin ; Heidelberg :
Springer
C 2009.
|
| 版: | 4th edition. |
| シリーズ: | Springer Series in synergetics
|
| 主題: | |
| Autres localisations: | Voir dans le Sudoc |
目次:
- 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.