000 02909nam a22004935i 4500
001 978-1-4419-1605-1
003 DE-He213
005 20140220084506.0
007 cr nn 008mamaa
008 100301s2010 xxu| s |||| 0|eng d
020 _a9781441916051
_9978-1-4419-1605-1
024 7 _a10.1007/978-1-4419-1605-1
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aSchuss, Zeev.
_eauthor.
245 1 0 _aTheory and Applications of Stochastic Processes
_h[electronic resource] :
_bAn Analytical Approach /
_cby Zeev Schuss.
264 1 _aNew York, NY :
_bSpringer New York,
_c2010.
300 _aXVII, 468 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aApplied Mathematical Sciences,
_x0066-5452 ;
_v170
505 0 _aThe Physical Brownian Motion: Diffusion And Noise -- The Probability Space of Brownian Motion -- Itô 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.
520 _aThis 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.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 0 _aEngineering mathematics.
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aStatistical Physics, Dynamical Systems and Complexity.
650 2 4 _aAppl.Mathematics/Computational Methods of Engineering.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9781441916044
830 0 _aApplied Mathematical Sciences,
_x0066-5452 ;
_v170
856 4 0 _uhttp://dx.doi.org/10.1007/978-1-4419-1605-1
912 _aZDB-2-SMA
999 _c110435
_d110435