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Author | Title | Accn# | Year | Item Type | Claims |
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Crispin Gardiner |
Stochastic methods: A Handbook for the Natural and Social Sciences |
024380 |
2009 |
Book |
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Title | Stochastic methods: A Handbook for the Natural and Social Sciences |
Author(s) | Crispin Gardiner |
Publication | Berlin, Springer-Verlag, 2009. |
Description | xvii, 447p. |
Series | (Springer series in synergetics) |
Abstract Note | This fourth edition of the classic text "A Handbook of Stochastic Methods" has been significantly augmented, thoroughly revised, and restructured to accomodate the new material within a systematic logical framework. This new edition adheres the original aim: "to make available in simple language and deductive form, the many formulae and methods that can be found in the literature on stochastic methods." |
ISBN,Price | 9783540707127 : Euro 74.95(HB) |
Classification | 519.216(026)
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Keyword(s) | 1. DIFFUSION
2. ECONOPHYSICS
3. FOKKER-PLANCK EQUATION
4. ITO CALCULUS
5. LEVY PROCESSES
6. MARKOV PROCESSES
7. STOCHASTIC DIFFERENTIAL EQUATIONS
8. STOCHASTIC PROCESSES
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Item Type | Book |
Circulation Data
Accession# | |
Call# | Status | Issued To | Return Due On | Physical Location |
024380 |
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519.216(026)/GAR/024380 |
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