Stochastic methods. A handbook for the natural and social sciences

Publication date: 5 December 2008

Published in: Springer Series in Synergetics (Search for Journal in Brave)

Lévy processes Fokker-Planck equation stochastic differential equations master equations quantum mechanical Markov processes stochastic models in physics Itô calculus

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) General applied mathematics (00A69) Stochastic analysis (60Hxx) Markov processes (60Jxx)

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