Noise-Induced Phenomena in Slow-Fast Dynamical Systems

A Sample-Paths Approach de

,

Éditeur :

Springer


Collection :

Probability and Its Applications

Paru le : 2006-02-07

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Description
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.
Pages
276 pages
Collection
Probability and Its Applications
Parution
2006-02-07
Marque
Springer
EAN papier
9781846280382
EAN PDF
9781846281860

Informations sur l'ebook
Nombre pages copiables
2
Nombre pages imprimables
27
Taille du fichier
2806 Ko
Prix
90,09 €