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The Resource Theory and applications of stochastic processes : an analytical approach, Zeev Schuss

Theory and applications of stochastic processes : an analytical approach, Zeev Schuss

Label
Theory and applications of stochastic processes : an analytical approach
Title
Theory and applications of stochastic processes
Title remainder
an analytical approach
Statement of responsibility
Zeev Schuss
Creator
Subject
Genre
Language
eng
Summary
This text offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filtering of signals from noisy measurements
Member of
Cataloging source
UKM
http://library.link/vocab/creatorDate
1937-
http://library.link/vocab/creatorName
Schuss, Zeev
Dewey number
519.22
Illustrations
illustrations
Index
index present
LC call number
  • QA1
  • QA3
  • QA274
LC item number
  • .A647 v. 170
  • .A6 v. 170
  • .S38 2010
Literary form
non fiction
Nature of contents
bibliography
Series statement
Applied mathematical sciences,
Series volume
v. 170
http://library.link/vocab/subjectName
  • Stochastic processes
  • Diffusion processes
  • Science
  • Stochastischer Prozess
  • Stochastischer Prozess
Label
Theory and applications of stochastic processes : an analytical approach, Zeev Schuss
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 442-458) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. The physical Brownian motion: diffusion and noise -- 2. The probability space of Brownian motion -- 3. Itô integration and calculus -- 4. Stochastic differential equations -- 5. The discrete approach and boundary behavior -- 6. The first passage time of diffusions -- 7. Markov processes and their diffusion approximations -- 8. Diffusion approximations to Langevin's equation -- 9. Large deviations of Markovian jump processes -- 10. Noise-induced escape from an attractor -- 11. Stochastic stability
Control code
456840120
Dimensions
24 cm
Extent
xvii, 468 pages
Isbn
9781441916051
Isbn Type
(ebk.)
Lccn
2009942425
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Publisher number
12557349
System control number
(OCoLC)456840120
Label
Theory and applications of stochastic processes : an analytical approach, Zeev Schuss
Publication
Bibliography note
Includes bibliographical references (pages 442-458) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. The physical Brownian motion: diffusion and noise -- 2. The probability space of Brownian motion -- 3. Itô integration and calculus -- 4. Stochastic differential equations -- 5. The discrete approach and boundary behavior -- 6. The first passage time of diffusions -- 7. Markov processes and their diffusion approximations -- 8. Diffusion approximations to Langevin's equation -- 9. Large deviations of Markovian jump processes -- 10. Noise-induced escape from an attractor -- 11. Stochastic stability
Control code
456840120
Dimensions
24 cm
Extent
xvii, 468 pages
Isbn
9781441916051
Isbn Type
(ebk.)
Lccn
2009942425
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Publisher number
12557349
System control number
(OCoLC)456840120

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