Stochastic methods. A handbook for the natural and social sciences
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Publication:958479
zbMath1181.60001MaRDI QIDQ958479
Publication date: 5 December 2008
Published in: Springer Series in Synergetics (Search for Journal in Brave)
Lévy processesFokker-Planck equationstochastic differential equationsmaster equationsquantum mechanical Markov processesstochastic models in physicsItô calculus
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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