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OverviewFull Product DetailsAuthor: Zeev SchussPublisher: Springer-Verlag New York Inc. Imprint: Springer-Verlag New York Inc. Edition: 2010 ed. Volume: 170 Dimensions: Width: 15.60cm , Height: 2.60cm , Length: 23.40cm Weight: 1.890kg ISBN: 9781441916044ISBN 10: 1441916040 Pages: 468 Publication Date: 21 December 2009 Audience: Professional and scholarly , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsThe 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.ReviewsFrom the reviews: It intends to investigate the role of stochastic processes in questions from physics or engineering, to explore the strong relationship between stochastic and partial differential equations and to provide analytical approximations to the solutions. ! The book will be very helpful to people working in disciplines like statistical physics, physical chemistry, molecular biophysics, and communications theory. ! Endowed with numerous exercises and worked-out examples, it may also provide graduate students with a well-thought-out two-semester course on stochastic processes and their applications. (Dominique Lepingle, Mathematical Reviews, Issue 2011 d) From the reviews: It intends to investigate the role of stochastic processes in questions from physics or engineering, to explore the strong relationship between stochastic and partial differential equations and to provide analytical approximations to the solutions. ... The book will be very helpful to people working in disciplines like statistical physics, physical chemistry, molecular biophysics, and communications theory. ... Endowed with numerous exercises and worked-out examples, it may also provide graduate students with a well-thought-out two-semester course on stochastic processes and their applications. --- (Dominique Lepingle, Mathematical Reviews, Issue 2011 d) This book is something for which many have been long awaiting. It provides a rather in-depth presentation of the analytical approach to stochastic processes with continuous paths. ... The methods developed in the text are very accessible to applied mathematicians with a basic background in probability theory. This is a timely and unique contribution, from one of its leading researchers over four decades, to an exciting area of applied mathematics with ever-growing importance. (Hong Qian, SIAM Review, Vol. 53 (1), 2011) From the reviews: It intends to investigate the role of stochastic processes in questions from physics or engineering, to explore the strong relationship between stochastic and partial differential equations and to provide analytical approximations to the solutions. ... The book will be very helpful to people working in disciplines like statistical physics, physical chemistry, molecular biophysics, and communications theory. ... Endowed with numerous exercises and worked-out examples, it may also provide graduate students with a well-thought-out two-semester course on stochastic processes and their applications. (Dominique Lepingle, Mathematical Reviews, Issue 2011 d) This book is something for which many have been long awaiting. It provides a rather in-depth presentation of the analytical approach to stochastic processes with continuous paths. ... The methods developed in the text are very accessible to applied mathematicians with a basic background in probability theory. This is a timely and unique contribution, from one of its leading researchers over four decades, to an exciting area of applied mathematics with ever-growing importance. (Hong Qian, SIAM Review, Vol. 53 (1), 2011) Author InformationTab Content 6Author Website:Countries AvailableAll regions |
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