TY  - BOOK
AU  - Schuss,Zeev
ED  - SpringerLink (Online service)
TI  - Theory and Applications of Stochastic Processes: An Analytical Approach 
T2  - Applied Mathematical Sciences,
SN  - 9781441916051
AV  - QA273.A1-274.9 
U1  - 519.2 23
PY  - 2010///
CY  - New York, NY
PB  - Springer New York
KW  - Mathematics
KW  - Distribution (Probability theory)
KW  - Engineering mathematics
KW  - Probability Theory and Stochastic Processes
KW  - Statistical Physics, Dynamical Systems and Complexity
KW  - Appl.Mathematics/Computational Methods of Engineering
N1  - The Physical Brownian Motion: Diffusion And Noise -- The Probability Space of Brownian Motion -- Itô Integration and Calculus -- Stochastic Differential Equations -- The Discrete Approach and Boundary Behavior -- The First Passage Time of Diffusions -- Markov Processes and their Diffusion Approximations -- Diffusion Approximations to Langevin’s Equation -- Large Deviations of Markovian Jump Processes -- Noise-Induced Escape From an Attractor -- Stochastic Stability
N2  - This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences. Its aim is to make probability theory readily accessible to scientists trained in the traditional methods of applied mathematics, such as integral, ordinary, and partial differential equations and in asymptotic methods, rather than in probability and measure theory. It shows how to derive explicit expressions for quantities of interest by solving equations. Emphasis is put on rational modeling and approximation methods. The book includes many detailed illustrations, applications, examples and exercises. It will appeal to graduate students and researchers in mathematics, physics and engineering
UR  - http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-1605-1
ER  -