Buch, Englisch, 276 Seiten, Previously published in hardcover, Format (B × H): 156 mm x 234 mm, Gewicht: 413 g
A Sample-Paths Approach
Buch, Englisch, 276 Seiten, Previously published in hardcover, Format (B × H): 156 mm x 234 mm, Gewicht: 413 g
Reihe: Probability and Its Applications
ISBN: 978-1-84996-547-7
Verlag: Springer
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation theory, allows the domains of concentration for typical sample paths to be determined, and provides precise estimates on the transition probabilities between these domains.
In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
Weitere Infos & Material
Deterministic Slow-Fast Systems.- One-Dimensional Slowly Time-Dependent Systems.- Stochastic Resonance.- Multi-Dimensional Slow-Fast Systems.- Applications.
