High-Dimensional Nonlinear Diffusion Stochastic Processes - Yevgeny Mamontov,Magnus Willander
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This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integr ... Täydellinen kuvaus
Kuvaus
This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations.
The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are provided.
Lisätietoja
| Kirjoittaja | Yevgeny Mamontov, Magnus Willander |
|---|---|
| Julkaisija | World Scientific Publishing Company |
| Julkaisuvuosi | 2001 |
| Kannen tyyppi | Kovakantinen |
| EAN | 9789810243852 |