Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics, 13, Band 13) - Softcover

Inhaltsangabe

This Handbook of Stochastic Methods has become a cornerstone in the Springer Se­ ries of Synergetics. Through its style and the material presented, this book has be­ come enormously successful, as is witnessed for instance by the numerous reprint­ ings it has experienced over the past more than twenty years. Stochastic methods are of fundamental interest for Synergetics, which deals with self-organization in many fields of science and technology. But in addition, these methods are indis­ pensable for a proper treatment of many other problems. Quite generally it may be said that the theory of stochastic processes is penetrating into more and more disciplines. One of the more recent developments has occurred in the theory of fi­ nancial markets. The author of this book, Crispin Gardiner, has used the need for a new edition to include a whole chapter on the numerical treatment of stochastic dif­ ferential equations. Written in Gardiner's highly appealing style, this chapter will surely find great interest among both practitioners and theoreticians. I am sure, over many years to come the book will find the same enthusiastic response it has found in the past. Stuttgart Hermann Haken December 2003 Preface to the Third Edition It is now nearly twenty five years since I decided to write a book on stochastic processes, and in that time there has been significant change in this field, though more in the nature of their applications than in new mathematical knowledge.

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