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Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis

ISBN: 978-0-471-18834-6
Hardcover
552 pages
December 1996
List Price: US $379.50
Government Price: US $262.36
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Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis (0471188344) cover image
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From the Contents:
Stochastic Processes and Complex Systems/
Random Variables/
Analysis of Stationary Data/
Deduction of
Models from Data/
Classification Methods/
Basic Equations for Stochastic Processes/
Master Equations/
Numerical Methods for the Solution of Master Equations/
Stochastic Differential Equations: Analytical
Procedures/
Numerical Methods for Stochastic Differential Equations/
Functional Integrals in Stochastics/
Perturbation Theory and Approximations that Go Further/
Time Series/
Linear Models for Stochastic
Processes

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