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IDENT
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http://dx.doi.org/10.1007/978-1-4419-1605-1
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標題および責任表示
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Theory and Applications of Stochastic Processes : An Analytical Approach / by Zeev Schuss
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特定資料種別コード
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リモートファイル
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出版・頒布事項
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New York, NY : Springer New York , 2010
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形態事項
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XVII, 468 p : online resource
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巻号情報
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書誌構造リンク
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Applied Mathematical Sciences <> 170//a
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内容著作注記
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The Physical Brownian Motion: Diffusion And Noise
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内容著作注記
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The Probability Space of Brownian Motion
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内容著作注記
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It#x00F4; Integration and Calculus
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内容著作注記
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Stochastic Differential Equations
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内容著作注記
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The Discrete Approach and Boundary Behavior
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内容著作注記
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The First Passage Time of Diffusions
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内容著作注記
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Markov Processes and their Diffusion Approximations
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内容著作注記
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Diffusion Approximations to Langevin#x2019;s Equation
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内容著作注記
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Large Deviations of Markovian Jump Processes
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内容著作注記
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Noise-Induced Escape From an Attractor
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内容著作注記
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Stochastic Stability
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注記
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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
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学情ID
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9781441916044
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本文言語コード
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英語
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著者標目リンク
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*Schuss, Zeev <> author
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著者標目リンク
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SpringerLink (Online service) <>
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分類標目
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DC23:519.2
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件名標目等
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Mathematics
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件名標目等
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Mathematical models
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件名標目等
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Probabilities
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件名標目等
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Statistical physics
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件名標目等
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Dynamical systems
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件名標目等
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Applied mathematics
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件名標目等
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Engineering mathematics
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件名標目等
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Mathematics
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件名標目等
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Probability Theory and Stochastic Processes
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件名標目等
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Mathematical Modeling and Industrial Mathematics
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件名標目等
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Statistical Physics, Dynamical Systems and Complexity
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件名標目等
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Appl.Mathematics/Computational Methods of Engineering
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