High-dimensional nonlinear diffusion stochastic processes: modelling for engineering applications
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Bibliographic Details
Main Author: Mamontov, Yevgeny (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific 2001
Series:Series on advances in mathematics for applied sciences v. 56
Subjects:
Online Access:FAW01
FAW02
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Item Description: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
Physical Description:1 Online-Ressource (xviii, 297 p.)
ISBN:9789810243852
9789812810540
9810243855
9812810544

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