{"product_id":"stochastic-methods-a-handbook-for-the-natural-and-social-sciences-9783642089626","title":"Stochastic Methods: A Handbook for the Natural and Social Sciences","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eIn the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for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.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eFrom the reviews of the fourth edition:\u003c\/p\u003e\u003cp\u003e“This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. … this fourth one is ‘thoroughly revised and augmented, and has been completely reset. … this new edition is designed to cater better for the wider readership as well as to those [he] originally had in mind’. … The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.” (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012)\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eA 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.- Lévy 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.","brand":"Springer-Verlag Berlin and Heidelberg GmbH \u0026 Co. KG","offers":[{"title":"Default Title","offer_id":51742989517143,"sku":"9783642089626","price":71.24,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9783642089626.jpg?v=1758387854","url":"https:\/\/bookcurl.com\/products\/stochastic-methods-a-handbook-for-the-natural-and-social-sciences-9783642089626","provider":"Book Curl","version":"1.0","type":"link"}