Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics 13)

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. This advanced-level text covers systematically the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations and quantum-mechanical Markov processes. Emphasis is placed on approximation methods for problem-solving. C.w. Gardiner. Includes Bibliographical References (p. [427]-[430]) And Indexes.