Asymptotic methods for the fokker-planck equation and the exit problem in applications
Auteur :
Grasman, Johan / Herwaarden, Onno A., van
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783642084096
Date de publication :
9 déc. 2010
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.