Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13) - Tapa dura

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9783540707127: Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Sinopsis

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

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Acerca del autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

De la contraportada

<p>This fourth edition of the classic text "A Handbook of Stochastic Methods" has been significantly augmented, thoroughly revised, and restructured to accomodate the new material within a systematic logical framework. This new edition adheres the original aim: "to make available in simple language and deductive form, the many formulae and methods that can be found in the literature on stochastic methods." </p><p>A new chapter on the applications of stochastic methods in finance provides an introduction to this field using the same simple kind of language as the other parts of the book. This chapter also includes an introduction to Lévy processes, which have found to be very useful in simulating financial systems where more accuracy is required than is available from simple Brownian motion models. New material is also provided on the approach to the white noise limit, on the applications of Poisson representation methods to population dynamics, and on several other applications of stochastic methods.</p><p>From the reviews of previous editions</p><p>"Extremely well written and informative... clear, complete, and fairly rigorous treatment of a larger number of very basic concepts in stochastic theory." (<em>Journal of Quantum Electronics</em>)</p><p>"A first class book." (<em>Optica Acta</em>)</p><p>"Ideal for people who need a clear introduction to stochastic mathematics and their applications in physical sciences… an excellent self study and reference book." (<em>Quantnotes.com</em>)</p><p>"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." (<em>Optimization</em>)</p>

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Otras ediciones populares con el mismo título

9783642089626: Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics)

Edición Destacada

ISBN 10:  3642089623 ISBN 13:  9783642089626
Editorial: Springer, 2010
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