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5.0 out of 5 stars Excellent book focussing on methods, 16 Sept. 2013
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G. Keogh "SmallTownBoy" (Ireland) - See all my reviews
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This book is the perfect text for gradute physics or applied matematics students or ayone who wants to get to grips with the mathematical tools and methods needed to make sense of the complex area of continuous time stochastic models. Strong focus on stochastic and partial differential equations including Ito calculus using classical probability but measure theory and martingales are not covered. Really good for self study and contains a very substantial amount of material.
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5.0 out of 5 stars Great content, 13 Nov. 2014
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a good refernce book
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Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics)
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