High-dimensional nonlinear diffusion stochastic processes: modelling for engineering applications
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Bibliographische Detailangaben
1. Verfasser: Mamontov, Yevgeny (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific 2001
Schriftenreihe:Series on advances in mathematics for applied sciences v. 56
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Beschreibung:Includes bibliographical references (and index
Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations.The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are provided
Beschreibung:1 Online-Ressource (xviii, 297 p.)
ISBN:9789810243852
9789812810540
9810243855
9812810544

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