Overview
- 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 clarity and more in-depth mathematical exposition
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Series in Synergetics (SSSYN, volume 13)
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About this book
Reviews
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 mind’. … The bibliography is well presented, with a list of the references cited in each chapter, a commented global bibliography and an author index.” (Yves Elskens, Belgian Physical Society Magazine, Issue 2, 2012)
Authors and Affiliations
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Physics Department, University of Otago, Dunedin, New Zealand
Crispin Gardiner
Bibliographic Information
Book Title: Stochastic Methods
Book Subtitle: A Handbook for the Natural and Social Sciences
Authors: Crispin Gardiner
Series Title: Springer Series in Synergetics
Publisher: Springer Berlin, Heidelberg
Copyright Information: Springer-Verlag Berlin Heidelberg 2009
Hardcover ISBN: 978-3-540-70712-7Published: 16 January 2009
Softcover ISBN: 978-3-642-08962-6Published: 19 October 2010
Series ISSN: 0172-7389
Series E-ISSN: 2198-333X
Edition Number: 4
Number of Pages: XVIII, 447
Topics: Complex Systems, Economic Theory/Quantitative Economics/Mathematical Methods, Probability Theory and Stochastic Processes, Quantum Optics, Physical Chemistry, Statistical Physics and Dynamical Systems