Stochastic Dynamical Systems

Josef Honerkamp is the author of Stochastic Dynamical Systems: Concepts, Numerical Methods, Data Analysis, published by Wiley.

From the Contents:
Stochastic Processes and Complex Systems/
Random Variables/
Analysis of Stationary Data/
Deduction of
Models from Data/
Classification Methods/
Basic Equations for Stochastic Processes/
Master Equations/
Numerical Methods for the Solution of Master Equations/
Stochastic Differential Equations: Analytical
Procedures/
Numerical Methods for Stochastic Differential Equations/
Functional Integrals in Stochastics/
Perturbation Theory and Approximations that Go Further/
Time Series/
Linear Models for Stochastic
Processes