Theory and applications of stochastic differential equations

著者

• Schuss, Zeev

書誌事項

Theory and applications of stochastic differential equations

Zeev Schuss

（Wiley series in probability and mathematical statistics, . Applied probability and statistics）

Wiley, c1980

注記

Bibliography: p. 315-318

Includes index

内容説明・目次

内容説明

Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.

「Nielsen BookData」 より

• NII書誌ID(NCID): BA04332185
• ISBN:
  • 047104394X
• LCCN: 80014767
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xiii, 321 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA274.23
  • DC : 519.2
• 件名:
  • LCSH : Stochastic differential equations
• 親書誌ID:
  • BA00019013