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

By: Schuss, ZeevMaterial type: Text

TextSeries: (Applied mathematical sciences) ; v.170Publication details: New York: Springer, c2010Description: xvii, 468 p. : ill. ; 24 cmISBN: 9781441916044Subject(s): Stochastic processes | Diffusion processes | Engineering mathematics | MathematicsDDC classification: 519.23

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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	519.23 SCH/T (Browse shelf(Opens below))	Available		P25357

Total holds: 0

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.

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