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This advanced-level text covers systematically the foundations of Markov systems, stochastic differential equations, Fokker-Planck equations, approximation methods, chemical master equations and quantum-mechanical Markov processes. Emphasis is placed on approximation methods for problem-solving.
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Handbook of stochastic methods, Crispin W. Gardiner
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- Released
- 1997
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- (Paperback)
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