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.
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From the reviews
"Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts of stochastic theory."
(JOURNAL OF QUANTUM ELECTRONICS)
"A first class book."
(Optica Acta)
"This book is ideal for people that need a clear introduction to stochastic mathematics and their applications in physical sciences. It is also an excellent reference book, covering a wide range of applications."
(www.quantnotes.com)
In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.
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