Theory and applications of stochastic processes: an analytical approach/ Zeev Schuss
Material type: 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: 519.23Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books | Central Library, Sikkim University General Book Section | 519.23 SCH/T (Browse shelf(Opens below)) | Available | P25357 |
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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