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Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications) - Softcover

 
9781849965477: Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications)

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From the reviews:

"This well-written book presents an approach based on a series of articles of both authors. The main aim is a characterisation of typical sample paths for slow-fast systems. Presenting a detailed exposition of the setup and mathematical results, as well as a path to recent applied research, the book is aimed at a wide range of readers, from advanced students to researchers in mathematics, physics, or engineering." (Dirk Blömker, Mathematical Reviews, Issue 2007 b)

Reseña del editor

Stochastic Differential Equations have become increasingly important in modelling complex systems in physics, chemistry, biology, climatology and other fields.  This book examines and provides systems for practitioners to use, and provides a number of case studies to show how they can work in practice.

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  • VerlagSpringer
  • Erscheinungsdatum2010
  • ISBN 10 1849965471
  • ISBN 13 9781849965477
  • EinbandTapa blanda
  • Anzahl der Seiten292

Weitere beliebte Ausgaben desselben Titels

9781846280382: Noise-Induced Phenomena in Slow-Fast Dynamical Systems: A Sample-Paths Approach (Probability and Its Applications)

Vorgestellte Ausgabe

ISBN 10:  1846280389 ISBN 13:  9781846280382
Verlag: Springer, 2005
Hardcover

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Nils Berglund
Verlag: Springer, 2010
ISBN 10: 1849965471 ISBN 13: 9781849965477
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Artikel-Nr. 9781849965477

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