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

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

00A69: General applied mathematics

60Hxx: Stochastic analysis

60Jxx: Markov processes

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