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High-dimensional nonlinear diffusion stochastic processes : modelling for engineering applications /
Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; River Edge, NJ :
World Scientific,
2001.
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| Colección: | Series on advances in mathematics for applied sciences ;
v. 56. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations. The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are provided. |
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| Descripción Física: | 1 online resource (xviii, 297 pages) |
| Bibliografía: | Includes bibliographical references (and index. |
| ISBN: | 9789812810540 9812810544 |