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<図書>
Markov processes and differential equations : asymptotic problems

責任表示 Mark Freidlin
シリーズ Lectures in mathematics ETH Zürich
データ種別 図書
出版情報 Basel : Birkhäuser Verlag , c1996
本文言語 英語
大きさ 152 p. ; 24 cm
概要 Based on lectures given at the ETH Zurich, the text presents new results in probability theory and their application to four main classes of problems: the Dirichlet problem with a small parameter in h...gher derivatives for differential equations and system, the averaging principle for stochastic processes and PDEs, homogenization in PDEs and stochastic processes, and wave front propagation for semilinear differential equations and systems. Examples are included to help the reader understand the effects. Annotation copyright by Book News, Inc., Portland, OR
Based on lectures given at the ETH Zurich, the text presents new results in probability theory and their application to four main classes of problems: the Dirichlet problem with a small parameter in higher derivatives for differential equations and system, the averaging principle for stochastic processes and PDEs, homogenization in PDEs and stochastic processes, and wave front propagation for semilinear differential equations and systems. Examples are included to help the reader understand the effects. Annotation copyright by Book News, Inc., Portland, OR
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所蔵情報


:sz 中央図 自動書庫 417.1/F 46/20000626 1996
017212000006268


理系図3F 数理独自 FREI/20/3 1996
023211996003632

: sz 理系図 自動書庫 105/FRE 1996
025211996001060

書誌詳細

一般注記 Includes bibliographical references and index
著者標目 *Freĭdlin, M. I. (Mark Iosifovich)
件 名 LCSH:Diffusion processes
LCSH:Differential equations -- Asymptotic theory  全ての件名で検索
分 類 NDC9:417.1
LCC:QA274.75
DC20:519.2/33
NDC8:417.1
書誌ID 1000483371
ISBN 3764353929
NCID BA27754709
巻冊次 : sz ; ISBN:3764353929
: us ; ISBN:0817653929
登録日 2009.09.14
更新日 2017.02.18

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