Call number:
PIK M 370-14-0229
In:
Springer series in synergetics
Description / Table of Contents:
Contents: 1. A Historical Introduction ; 2. Probability Concepts ; 3. Markov Processes ; 4. The Ito Calculus and Stochastic Differential Equations ; 5. The Fokker-Planck Equation ; 6. The Fokker-Planck Equation in Several Dimensions ; 7. Small Noise Approximations for Diffusion Processes ; 8. The White Noise Limit ; 9. Beyond the White Noise Limit ; 10. Levy Processes and Financial Applications ; 11. Master Equations and Jump Processes ; 12. The Poisson Representation ; 13. Spatially Distributed Systems ; 14. Bistability, Metastability, and Escape Problems ; 15. Simulation of Stochastic Differential Equations
Type of Medium:
Monograph available for loan
Pages:
XVII, 447 S. : graph. Darst.
Edition:
4. ed.
ISBN:
9783540707127
Series Statement:
Springer series in synergetics 13
Location:
A 18 - must be ordered
Branch Library:
PIK Library
