000			02859nam a22004695i 4500
001			u371389
003			SIRSI
005			20160812080126.0
007			cr nn 008mamaa
008			100301s2010 xxu| s |||| 0|eng d
020			_a9781441916051 _9978-1-4419-1605-1
040			_cMX-MeUAM
050		4	_aQA273.A1-274.9
050		4	_aQA274-274.9
082	0	4	_a519.2 _223
100	1		_aSchuss, Zeev. _eauthor.
245	1	0	_aTheory and Applications of Stochastic Processes _h[recurso electrónico] : _bAn Analytical Approach / _cby Zeev Schuss.
264		1	_aNew York, NY : _bSpringer New York, _c2010.
300			_aXVII, 468 p. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aApplied Mathematical Sciences, _x0066-5452 ; _v170
505	0		_aThe 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.
520			_aThis 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.
650		0	_aMathematics.
650		0	_aDistribution (Probability theory).
650		0	_aEngineering mathematics.
650	1	4	_aMathematics.
650	2	4	_aProbability Theory and Stochastic Processes.
650	2	4	_aStatistical Physics, Dynamical Systems and Complexity.
650	2	4	_aAppl.Mathematics/Computational Methods of Engineering.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9781441916044
830		0	_aApplied Mathematical Sciences, _x0066-5452 ; _v170
856	4	0	_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-1-4419-1605-1
596			_a19
942			_cLIBRO_ELEC
999			_c199269 _d199269