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THEORY AND APPLICATIONS OF STOCHASTIC PROCESSES IBD

SPRINGER
02 / 2012
9781461425427
Inglés

Sinopsis

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.

PVP
96,10