# eBook Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) download

## by Crispin Gardiner

**ISBN:**3540707123

**Author:**Crispin Gardiner

**Publisher:**Springer; 4th ed. 2009 edition (January 16, 2009)

**Language:**English

**Pages:**447

**ePub:**1291 kb

**Fb2:**1705 kb

**Rating:**4.9

**Other formats:**docx azw rtf lrf

**Category:**Math Sciences

**Subcategory:**Mathematics

Springer Series in Synergetics. A Handbook for the Natural and Social Sciences.

Springer Series in Synergetics.

Series: Springer Series in Synergetics. File: PDF, . 0 MB. Читать онлайн.

Издание: Softcover reprint of hardcover 4th ed. 2009. Издательство: Springer. Series: Springer Series in Synergetics.

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics)

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics). Gardiner is a good book, and there are things that it has over van Kampen: a chapter on approximation methods, a chapter on simulation methods, and a little bit more detail on certain topics. However, van Kampen's is a phenomenal book and really should be chosen over this one except by those readers with very specific needs.

While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation.

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics). Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics).

Finding books BookSee BookSee - Download books for free. Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics 13). Crispin W. Gardiner.

J Springer Contents 1. A Historical Introduction 1 . Motivation 1 . Some Historical Examples 2 . 1 Brownian Motion 2 . 2 Langevin's Equation 6 . The Stock Market 8 . 1 Statistics of Returns 8 . 2 Financial Derivatives 9 . 3 The Black-Scholes Formula 10 . Tailed Distributions 10 . Birth-Death Processes 11 . Noise in Electronic Systems 14 . 2 Autocorrelation Functions and Spectra 18 . 3 Fourier Analysis of Fluctuating Functions:.

Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics 13. .Patterns and Interfaces in Dissipative Dynamics (Springer Series in Synergetics). Turbulence and Diffusion: Scaling Versus Equations (Springer Series in Synergetics). Dynamics of Nonlinear Time-Delay Systems (Springer Series in Synergetics).

ISBN 13: 9783642089626. Series Statement: Springer complexity. General Note: Frühere Aufl. Gardiner, Crispin . Handbook of stochastic methods. Rubrics: Mathematische Physik Stochastische Analysis. Download now Stochastic methods a handbook for the natural and social sciences: Download PDF book format. Download DOC book format.

In 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.