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This is a fourth edition of the classic text "A Handbook of Stochastic Methods" which
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."
A new chaper 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 includesn 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.
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Stochastic processes, Qa274 .g37 2009, 519.23Showing 1 featured edition. View all 1 editions?
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Stochastic methods: a handbook for the natural and social sciences
2009, Springer
in English
- 4th ed.
3540707123 9783540707127
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Edition Notes
Rev. ed. of: Handbook of stochastic methods for physics, chemistry, and the natural sciences. 3rd ed. c2004.
Includes bibliographical references (p. [429]-433) and indexes.
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- Created October 9, 2020
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December 20, 2023 | Edited by ImportBot | import existing book |
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