Theory and Applications of Stochastic Processes An Analytical Approach /

• Κύριος συγγραφέας: Schuss, Zeev (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2010.
• Σειρά: Applied Mathematical Sciences, 170
• Θέματα: Mathematics.; Mathematical models.; Probabilities.; Statistical physics.; Dynamical systems.; Applied mathematics.; Engineering mathematics.; Probability Theory and Stochastic Processes.; Mathematical Modeling and Industrial Mathematics.; Statistical Physics, Dynamical Systems and Complexity.; Appl.Mathematics/Computational Methods of Engineering.

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 differenti...

Πίνακας περιεχομένων:

• 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.