Research Catalog
Theory and applications of stochastic processes : an analytical approach
- Title
- Theory and applications of stochastic processes : an analytical approach / Zeev Schuss.
- Author
- Schuss, Zeev, 1937-
- Publication
- New York ; London : Springer, c2010.
Items in the Library & Off-site
Filter by
1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Use in library | QA274 .S38 2010g | Off-site |
Details
- Description
- xvii, 468 p. : ill.; 24 cm.
- Summary
- This text offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filtering of signals from noisy measurements.
- Series Statement
- Applied mathematical sciences, 0066-5452 ; v. 170
- Uniform Title
- Applied mathematical sciences (Springer-Verlag New York Inc.) ; v. 170.
- Alternative Title
- Stochastic processes
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. 442-458) and index.
- 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.
- ISBN
- 9781441916044 (acid-free paper)
- 1441916040 (acid-free paper)
- 9781441916051 (ebk.) (canceled/invalid)
- 1441916059 (ebk.) (canceled/invalid)
- LCCN
- 2009942425
- OCLC
- ocn456840120
- 456840120
- SCSB-5602163
- Owning Institutions
- Columbia University Libraries