Stochastic Methods: A Handbook for the Natural and Social Sciences

This fourth edition of Shastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on approximation methods, and introduced new material on the white noise limit of driven shastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in financial markets f...