rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Theory and Applications of Stochastic Processes
    sub title: An Analytical Approach
  name:
    name part: Schuss, Zeev.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: xxu
    date issued: 2010
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XVII, 468 p. online resource.
  abstract: This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods. The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering.
  table of contents: The Physical Brownian Motion: Diffusion And Noise -- The Probability Space of Brownian Motion -- It#x00F4; Integration and Calculus -- Stochastic Differential Equations -- The Discrete Approach and Boundary Behavior -- The First Passage Time of Diffusions -- Markov Processes and their Diffusion Approximations -- Diffusion Approximations to Langevin#x2019;s Equation -- Large Deviations of Markovian Jump Processes -- Noise-Induced Escape From an Attractor -- Stochastic Stability.
  note: by Zeev Schuss.
  subject:
    topic: Mathematics
  subject:
    topic: Mathematical models
  subject:
    topic: Probabilities
  subject:
    topic: Statistical physics
  subject:
    topic: Dynamical systems
  subject:
    topic: Applied mathematics
  subject:
    topic: Engineering mathematics
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Mathematical Modeling and Industrial Mathematics
  subject:
    topic: Statistical Physics, Dynamical Systems and Complexity
  subject:
    topic: Appl.Mathematics/Computational Methods of Engineering
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Applied Mathematical Sciences, 170
  identifier: 9781441916051
  identifier: http://dx.doi.org/10.1007/978-1-4419-1605-1
  record info:
    record creation date: 100301
    record change date: 20151204153014.0
    record identifier: 978-1-4419-1605-1