Theory and Applications of Stochastic Processes: An Analytical Approach / Edition 1 by Zeev Schuss | 9781441916044 | Hardcover | Barnes & Noble
Theory and Applications of Stochastic Processes: An Analytical Approach / Edition 1

Theory and Applications of Stochastic Processes: An Analytical Approach / Edition 1

by Zeev Schuss
     
 

ISBN-10: 1441916040

ISBN-13: 9781441916044

Pub. Date: 12/21/2009

Publisher: Springer New York

This book offers an analytical approach to shastic 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

Overview

This book offers an analytical approach to shastic 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.

Product Details

ISBN-13:
9781441916044
Publisher:
Springer New York
Publication date:
12/21/2009
Series:
Applied Mathematical Sciences Series, #170
Edition description:
2010
Pages:
468
Product dimensions:
6.40(w) x 9.30(h) x 1.40(d)

Table of Contents

Introduction.- The Physical Brownian Motion: Diffusion and Noise.- The Probability Space of Brownian Motion.- Ito Integration and Calculus.- Stochastic Differential Equations.- The Discrete Approach and Boundary Behavior.- The First Passage Time of Diffusions.- Markov Processes and Diffusion Approximations.- Diffusion Approximations to Langevin's Equation.- Large Deviations of Markovian Jump Processes.- Noise-Induced Escape from an Attractor.- Stochastic Stability.- Bibliography.

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >