Articles liés à Stochastic Methods: A Handbook for the Natural and...
Synopsis
The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations and stochastic master equations. Strong emphasis is placed on systematic approximation methods for solving problems. The practical orientation and broad coverage will appeal to researchers and academics working in theoretical physics, physical chemistry and mathematical finance.
The inclusion of a new chapter on the numerical treatment of stochastic differential equations further enhances the value of the third edition of this classic text for practitioners.
From the reviews: "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 sciences… 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)
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
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.
Présentation de l'éditeur
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 3642089623
- ISBN 13 9783642089626
- ReliureBroché
- Langueanglais
- Numéro d'édition4
- Nombre de pages468
- Coordonnées du fabricantnon disponible
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Stochastic Methods
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 3642089623
ISBN 13 : 9783642089626
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The leading reference text in the field for many years and continuously updated and expanded. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods. Rewritten in many places for better clar. N° de réf. du vendeur 5047988
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Stochastic Methods : A Handbook for the Natural and Social Sciences
Edité par
Springer Berlin Heidelberg, 2010
ISBN 10 : 3642089623
ISBN 13 : 9783642089626
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 application of stochastic me- ods to nancial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some avour of the kinds of methods used to take account of the realities of nancial markets. This means that I have also given a treatment of Levy processes and their applications to nance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been re ected in the way the subject is presented in m- ern applications, particularly in nance. N° de réf. du vendeur 9783642089626
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Stochastic Methods
Edité par
Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10 : 3642089623
ISBN 13 : 9783642089626
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 468 pp. Englisch. N° de réf. du vendeur 9783642089626
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Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics, 13)
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Etat : New. In. N° de réf. du vendeur ria9783642089626_new
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Stochastic Methods
Edité par
Springer Berlin Heidelberg Okt 2010, 2010
ISBN 10 : 3642089623
ISBN 13 : 9783642089626
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Neuware -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 approximation 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 financial markets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic methods to financial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some favour of the kinds of methods used to take account of the realities of financial markets. This means that I have also given a treatment of Levy processes and their applications to finance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been reflected in the way the subject is presented in modern applications, particularly in finance.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 468 pp. Englisch. N° de réf. du vendeur 9783642089626
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Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics)
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9783642089626
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Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics, 13)
Vendeur : California Books, Miami, FL, Etats-Unis
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