Handbook Of Stochastic Methods: FOR PHYSICS, CHEMISTRY AND NATURAL SCIENCES

by Crispin W. Gardiner

The Handbook of Stochastic Methods covers systematically and in simple language the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations, and quatum-mechanical Markov processes. Strong emphasis is placed on systematic approximation methods for solving problems. Stochastic adiabatic elimination is newly formulated. The book contains the "folklore" of stochastic methods in systematic form and is suitable for use as a reference work.

Genres: Physics, Mathematics

442 pages, Paperback

First published January 1, 1983

Reviews

[Edith Z]

I like the content of this book, and that it explains things at (what I would consider) an upper-undergrad to graduate level. I can't put my finger on it, but something about the writing makes it hard to jump into a given chapter (for example there are a lot of cross-references, and skipped details). Often, proof details and rigor are sacrificed for simplicity, which is of course a tradeoff.