Screen LibraryTheory and applications of stochastic processes：an analytical approach
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| Main Authors: | |
|---|---|
| Corporate Authors: | |
| Published: |
Springer,
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| Publisher Address: | New York London |
| Publication Dates: | c2010. |
| Literature type: | Book |
| Language: | English |
| Series: |
Applied mathematical sciences ; v. 170 |
| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1007/978-1-4419-1605-1 |
| Carrier Form: | 1 online resource (xvii, 468 p.): ill. |
| ISBN: |
9781441916051 1441916059 9781441916044 1441916040 |
| Index Number: | O211 |
| CLC: | O211.6 |
| Contents: |
Includes bibliographical references (p. 442-458) and index. 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. |