Ebook: Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences

Content:
Front Matter....Pages I-XIX
A Historical Introduction....Pages 1-20
Probability Concepts....Pages 21-41
Markov Processes....Pages 42-79
The Ito Calculus and Stochastic Differential Equations....Pages 80-116
The Fokker-Planck Equation....Pages 117-176
Approximation Methods for Diffusion Processes....Pages 177-234
Master Equations and Jump Processes....Pages 235-302
Spatially Distributed Systems....Pages 303-341
Bistability, Metastability, and Escape Problems....Pages 342-372
Quantum Mechanical Markov Processes....Pages 373-419
Back Matter....Pages 421-444

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Content:
Front Matter....Pages I-XIX
A Historical Introduction....Pages 1-20
Probability Concepts....Pages 21-41
Markov Processes....Pages 42-79
The Ito Calculus and Stochastic Differential Equations....Pages 80-116
The Fokker-Planck Equation....Pages 117-176
Approximation Methods for Diffusion Processes....Pages 177-234
Master Equations and Jump Processes....Pages 235-302
Spatially Distributed Systems....Pages 303-341
Bistability, Metastability, and Escape Problems....Pages 342-372
Quantum Mechanical Markov Processes....Pages 373-419
Back Matter....Pages 421-444
....