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Gardiner C. Elements of Stochastic Methods 2021

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Gardiner C. Elements of Stochastic Methods 2021

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Category: Other
Total size: 4.13 MB
Added: 2025-03-10 23:39:10

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Info Hash: F80BF38EF689AA4C0E1B8A3934F0B01B79FBB6B4
Last updated: 52.8 minutes ago

Description:

Textbook in PDF format Front Matter Introduction Probability Distributions Heavy-Tailed Distributions Markov Processes Stationary Processes The Wiener Process and Brownian Motion Stochastic Differential Equations The Fokker–Planck Equation Elementary Diffusion Processes Approximating Diffusion Processes Escape and Extinction Elementary Jump Processes Population Processes Modeling Population Processes Lévy Processes Fractional Brownian Motion Author Index Subject Index