Cover Image
Read Now

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...

Full description

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:
Complex Systems
Engineering Mathematics
Probability Theory
System Theory
Mathematical Modeling And Industrial Mathematics
Mathematical Physics
Engineering / Data Processing
Theoretical, Mathematical And Computational Physics
Mathematical And Computational Engineering Applications
Probabilities
Mathematical Models
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Table of Contents:
  • 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

Similar Items