Springer
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Product Code:
9783540644354
ISBN13:
9783540644354
Condition:
New
$61.47
Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
$61.47
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 systems 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.
| Author: Johan Grasman |
| Publisher: Springer |
| Publication Date: Mar 08, 1999 |
| Number of Pages: 220 pages |
| Binding: Hardback or Cased Book |
| ISBN-10: 3540644350 |
| ISBN-13: 9783540644354 |
Related Products
World Scientific Publishing Company
Langevin and Fokker-Planck Equations and Their Generalizations : Descriptions and Solutions
$104.76
World Scientific Publishing Company
Beyond the Triangle : Brownian Motion, Ito Calculus, and Fokker-Planck Equation : Fractional Generalizations
$104.76