Theory and Applications of Stochastic Processes An Analytical Approach /

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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Schuss, Zeev (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2010.
Édition:1st ed. 2010.
Collection:Applied Mathematical Sciences, 170
Sujets:
Probabilities.
Mathematical models.
System theory.
Engineering mathematics.
Engineering-Data processing.
Mathematical physics.
Probability Theory.
Mathematical Modeling and Industrial Mathematics.
Complex Systems.
Mathematical and Computational Engineering Applications.
Theoretical, Mathematical and Computational Physics.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

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