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Noise-induced Phenomena in Slow-fast Dynamical Systems: A Sample-paths Approach - Couverture rigide

Livre 9 sur 35: Probability and Its Applications

Berglund, Nils; Gentz, Barbara

 
9781846280382: Noise-induced Phenomena in Slow-fast Dynamical Systems: A Sample-paths Approach
Couverture rigide
ISBN 10 : 1846280389 ISBN 13 : 9781846280382
Editeur : Springer London Ltd, 2005

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer London Ltd
Date d'édition
2005
Langue
anglais
ISBN 10 
1846280389
ISBN 13 
9781846280382
Reliure
Relié
Nombre de pages
289
Coordonnées du fabricant
non disponible
Personne responsable
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