High-dimensional Nonlinear Diffusion Stochastic Processes

High-dimensional Nonlinear Diffusion Stochastic Processes
Author :
Publisher : World Scientific
Total Pages : 332
Release :
ISBN-10 : 9812810544
ISBN-13 : 9789812810540
Rating : 4/5 (44 Downloads)

Book Synopsis High-dimensional Nonlinear Diffusion Stochastic Processes by : Yevgeny Mamontov

Download or read book High-dimensional Nonlinear Diffusion Stochastic Processes written by Yevgeny Mamontov and published by World Scientific. This book was released on 2001 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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


High-dimensional Nonlinear Diffusion Stochastic Processes Related Books

High-dimensional Nonlinear Diffusion Stochastic Processes
Language: en
Pages: 332
Authors: Yevgeny Mamontov
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: World Scientific

DOWNLOAD EBOOK

Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely
High-dimensional Nonlinear Diffusion Stochastic Processes
Language: en
Pages: 322
Authors: Yevgeny Mamontov
Categories: Mathematics
Type: BOOK - Published: 2001-01-19 - Publisher: World Scientific

DOWNLOAD EBOOK

This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are c
Generalized Kinetic Models in Applied Sciences
Language: en
Pages: 224
Authors: Luisa Arlotti
Categories: Mathematics
Type: BOOK - Published: 2003 - Publisher: World Scientific

DOWNLOAD EBOOK

This book deals with analytic problems related to some developments and generalizations of the Boltzmann equation toward the modeling and qualitative analysis o
Clusters And Nano-assemblies: Physical And Biological Systems
Language: en
Pages: 465
Authors: Purusottam Jena
Categories: Technology & Engineering
Type: BOOK - Published: 2005-05-09 - Publisher: World Scientific

DOWNLOAD EBOOK

While the field of clusters and nano-structures in the physical sciences has been actively pursued only over the past two decades, nature has known the benefits
High-Dimensional Probability
Language: en
Pages: 299
Authors: Roman Vershynin
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.