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Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) de Crispin Gardiner
DescripciĂłn - CrĂticas From the reviews of the fourth edition:âThis is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. ⊠this fourth one is âthoroughly revised and augmented, and has been completely reset. ⊠this new edition is designed to cater better for the wider readership as well as to those [he] originally had in mindâ. ⊠The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.â (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012) Reseña del editor In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners. Contraportada This fourth edition of the classic text 'A Handbook of Stochastic Methods' has been significantly augmented, thoroughly revised, and restructured to accomodate the new material within a systematic logical framework. This new edition adheres the original aim: 'to make available in simple language and deductive form, the many formulae and methods that can be found in the literature on stochastic methods.' A new chapter on the applications of stochastic methods in finance provides an introduction to this field using the same simple kind of language as the other parts of the book. This chapter also includes an introduction to LĂ©vy processes, which have found to be very useful in simulating financial systems where more accuracy is required than is available from simple Brownian motion models. New material is also provided on the approach to the white noise limit, on the applications of Poisson representation methods to population dynamics, and on several other applications of stochastic methods. From the reviews of previous editions '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) 'Ideal for people who need a clear introduction to stochastic mathematics and their applications in physical sciencesĂ¹ùâÂŹĂŠ an excellent self study and reference book.' (Quantnotes.com) 'This well-established volume takes a supreme position [among the many books on the subject].. This extremely valuable contribution to the field of applied stochastic methods can be recommended to graduate students, researchers, and university teachers.' (Optimization)
Detalles del Libro
- Name: Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics)
- Autor: Crispin Gardiner
- Categoria: Libros,Libros universitarios y de estudios superiores,Negocios y finanzas
- Tamaño del archivo: 12 MB
- Tipos de archivo: PDF Document
- Descargada: 435 times
- Idioma: Español
- Archivos de estado: AVAILABLE
LIBRO Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) de Crispin Gardiner PDF ePub
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