Stochastic equations through the eye of the physicist: basic concepts, exact results and asymptotic approximations
Auteur :
Klyatskin, Valery I.
Éditeur :
Elsevier Science & Technology
ISBN :
9780444517975
Date de publication :
20 mai 2005
Poids :
1150 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to various models, to produce exact or approximate solutions, or in worst case numeric procedures. This book takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations.