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＜電子ブック＞
Theory and Applications of Stochastic Processes : An Analytical Approach / by Zeev Schuss
(Applied Mathematical Sciences. ISSN:2196968X ; 170)

版	1st ed. 2010.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	2010
本文言語	英語
大きさ	XVII, 468 p : online resource
著者標目	*Schuss, Zeev author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Mathematical models LCSH:System theory LCSH:Engineering mathematics LCSH:Engineering -- Data processing  全ての件名で検索 LCSH:Mathematical physics FREE:Probability Theory FREE:Mathematical Modeling and Industrial Mathematics FREE:Complex Systems FREE:Mathematical and Computational Engineering Applications FREE:Theoretical, Mathematical and Computational Physics
一般注記	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 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 HTTP:URL=https://doi.org/10.1007/978-1-4419-1605-1

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