Mendeley出力
＜図書＞
Noise-induced phenomena in slow-fast dynamical systems : a sample-paths approach
| 責任表示 | Nils Berglund and Barbara Gentz |
|---|---|
| シリーズ | Probability and its applications |
| データ種別 | 図書 |
| 出版情報 | London : Springer , c2006 |
| 本文言語 | 英語 |
| 大きさ | xiii, 276 p. : ill. ; 25 cm |
| 概要 | 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 ai...ed 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.続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6949637 |
所蔵情報
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|
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理系図3F 数理独自 | BERG/115.5/1 | 2006 |
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130012018022545 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. [249]-261) and index |
|---|---|
| 著者標目 | *Berglund, Nils Gentz, Barbara |
| 件 名 | LCSH:Stochastic differential equations LCSH:Differential equations -- Asymptotic theory 全ての件名で検索 LCSH:Random dynamical systems LCSH:Noise -- Mathematical models 全ての件名で検索 |
| 分 類 | SG:530 LCC:QA274.23 DC22:519.2 |
| 書誌ID | 1001670950 |
| ISBN | 9781846280382 |
| NCID | BA75290700 |
| 巻冊次 | ISBN:9781846280382 ; XISBN:1846280389 |
| 登録日 | 2019.02.18 |
| 更新日 | 2019.02.18 |