e-ISBN: 9781441916051 (e-isbn)
IR
E-4730
انگلیسی
IR
Theory and applications of stochastic processes
[Book]
:an analytical approach
/ Zeev Schuss
New York
: Springer
, 2010.
xvii, 468 p, ill.
(Applied mathematical sciences,0066-5452
; v. 170.)
Print
Includes bibliographical references (p. 442-458) and index.
The physical Brownian motion : diffusion and noise -- The probability space of Brownian motion -- Itao 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's equation -- Large deviations of Markovian jump processes -- Noise-induced escape from an attractor -- Stochastic stability.
Applied mathematical sciences (Springer-Verlag New York Inc.)
v. 170
Stochastic processes
Stochastic processes
Diffusion processes
Science, Mathematics
QA274
.
S38
2010
Schuss, Zeev,1937-
ایران
old catalog
p
BL
1
a
Y
