Handbook of stochastic methods

C. W. Gardiner3540616349, 9783540616344

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.