Theory and Applications of Stochastic Processes An Analytical Approach

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 differenti...

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Bibliographic Details
Main Author: Schuss, Zeev
Format: eBook
Language:English
Published: New York, NY Springer New York 2010, 2010
Edition:1st ed. 2010
Series:Applied Mathematical Sciences
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
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245 0 0 |a Theory and Applications of Stochastic Processes  |h Elektronische Ressource  |b An Analytical Approach  |c by Zeev Schuss 
250 |a 1st ed. 2010 
260 |a New York, NY  |b Springer New York  |c 2010, 2010 
300 |a XVII, 468 p  |b online resource 
505 0 |a 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 
653 |a Complex Systems 
653 |a Engineering mathematics 
653 |a Probability Theory 
653 |a System theory 
653 |a Mathematical Modeling and Industrial Mathematics 
653 |a Mathematical physics 
653 |a Engineering / Data processing 
653 |a Theoretical, Mathematical and Computational Physics 
653 |a Mathematical and Computational Engineering Applications 
653 |a Probabilities 
653 |a Mathematical models 
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520 |a 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