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Stochastic Methods
Crispin W. Gardiner
€ 110.43
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Description for Stochastic Methods
Paperback. This classic text and reference collects the many formulae and methods that can be found in the scientific literature on stochastic methods. This fourth edition has been thoroughly updated and restructured, and features a large amount of entirely new material. Series: Springer Series in Synergetics. Num Pages: 465 pages, biography. BIC Classification: KCH; PBT; PHJ; PHS; PNR. Category: (P) Professional & Vocational. Dimension: 235 x 156 x 26. Weight in Grams: 674.
This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in ?nancial m- kets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the ... Read more
This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in ?nancial m- kets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
465
Condition
New
Series
Springer Series in Synergetics
Number of Pages
447
Place of Publication
Berlin, Germany
ISBN
9783642089626
SKU
V9783642089626
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Methods
From the reviews of the fourth edition: “This is the fourth edition of a textbook intended for everyone interested in practising stochastic processes. … this fourth one is ‘thoroughly 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 ... Read more