Coverart for item
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
Title variation
Stochastic processes
Creator
Subject
Genre
Language
eng
Summary
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
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorDate
1937-
http://library.link/vocab/creatorName
Schuss, Zeev
Dewey number
519.22
Illustrations
illustrations
Index
index present
Language note
English
LC call number
  • QA1
  • QA3
  • QA274
LC item number
  • .A647 v. 170
  • .A6 v. 170
  • .S38 2010
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Applied mathematical sciences,
Series volume
v. 170
http://library.link/vocab/subjectName
  • Stochastic processes
  • Diffusion processes
  • Science
  • Diffusion processes
  • Science
  • Stochastic processes
  • 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
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The 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
Control code
663096471
Dimensions
unknown
Extent
1 online resource (xvii, 468 pages)
Form of item
online
Isbn
9781441916051
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4419-1605-1
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-1604-4
Publisher number
12557349
Specific material designation
remote
System control number
(OCoLC)663096471
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
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The 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
Control code
663096471
Dimensions
unknown
Extent
1 online resource (xvii, 468 pages)
Form of item
online
Isbn
9781441916051
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4419-1605-1
Other physical details
illustrations.
http://library.link/vocab/ext/overdrive/overdriveId
978-1-4419-1604-4
Publisher number
12557349
Specific material designation
remote
System control number
(OCoLC)663096471

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