Collects the many formulae and methods that can be found in the scientific literature on stochastic methods. This title features a large amount material, including aspects of driven stochastic systems, the application and validity of simulation methods as well as applications to financial markets.[...]
This book offers a systematic and comprehensive exposition of the quantum stochastic methods that have been developed in the field of quantum optics. It includes new treatments of photodetection, quantum amplifier theory, non-Markovian quantum stochastic processes, quantum input--output theory, and [...]