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AIPP Books
Elements of Stochastic Methods
By
Crispin Gardiner
Crispin Gardiner
University of Otago
, Dunedin, New Zealand
Search for other works by this author on:
AIP Publishing LLC
ISBN electronic:
978-0-7354-2371-8
ISBN print:
978-0-7354-2368-8
Publication date:
2021
Elements of Stochastic Methods
By: Crispin Gardiner
https://doi.org/10.1063/9780735423718
ISBN (print): 978-0-7354-2368-8
ISBN (electronic): 978-0-7354-2371-8
Publisher: AIP Publishing LLC
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Table of Contents
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Front MatterByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Part I: Foundations
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Part II: Stochastic Processes
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Part III: Diffusion Processes
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Part IV: Jump Processes
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Part V: Heavy-Tailed Processes
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Chapter 1: IntroductionByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 2: Probability DistributionsByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 3: Heavy-Tailed DistributionsByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 4: Markov ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 5: Stationary ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 6: The Wiener Process and Brownian MotionByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 7: Stochastic Differential EquationsByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 8: The Fokker–Planck EquationByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 9: Elementary Diffusion ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 10: Approximating Diffusion ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 11: Escape and ExtinctionByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 12: Elementary Jump ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 13: Population ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 14: Modeling Population ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 15: Lévy ProcessesByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Chapter 16: Fractional Brownian MotionByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Author IndexByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on:
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Subject IndexByCrispin GardinerCrispin GardinerUniversity of Otago, Dunedin,New ZealandSearch for other works by this author on: