Asymptotic methods for the Fokker-Planck equation and the exit problem in applications

＜図書＞
Asymptotic methods for the Fokker-Planck equation and the exit problem in applications

責任表示	J. Grasman, O.A. van Herwaarden
シリーズ	Springer series in synergetics
データ種別	図書
出版情報	Berlin : Springer , 1999
本文言語	英語
大きさ	ix, 220 p. ; 25 cm
概要	Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical ...ystems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the It calculus applied to the Langevin equation. The book will be useful to researchers and graduate students. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6892059

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	GRAS/7/K1	1999		027232003216580		予約・取寄			予約・取寄

一般注記	Includes bibliographical references and indexes
著者標目	*Grasman, Johan Herwaarden, O. A. van. (Onno A.) 1956-
件　名	LCSH:Fokker-Planck equation -- Asymptotic theory 全ての件名で検索 LCSH:Perturbation (Mathematics) LCSH:Stochastic analysis
分　類	LCC:QC20.7.D DC21:530.15/2
書誌ID	1001237186
ISBN	3540644350
NCID	BA40604904
巻冊次	ISBN:3540644350
登録日	2009.09.18
更新日	2009.11.02