NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
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Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
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Includes bibliographical references (p. 442-458) and index.
CONTENTS NOTE
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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.
SERIES
Title
Applied mathematical sciences (Springer-Verlag New York Inc.)