Theory and applications of stochastic processes : an analytical approach /

Theory and applications of stochastic processes : an analytical approach /

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Bibliographic Details
Author / Creator:	Schuss, Zeev, 1937-
Imprint:	New York ; London : Springer, c2010.
Description:	1 online resource (xvii, 468 p.) : ill.
Language:	English
Series:	Applied mathematical sciences, 0066-5452 ; v. 170 Applied mathematical sciences (Springer-Verlag New York Inc.) ; v. 170.
Subject:	Stochastic processes. Diffusion processes. Science -- Mathematics. Diffusion processes. Science -- Mathematics. Stochastic processes.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/8894158

Hidden Bibliographic Details
Varying Form of Title:	Stochastic processes
ISBN:	9781441916051 1441916059 9781441916044 1441916040
Notes:	Includes bibliographical references (p. 442-458) and index. Description based on print version record.
Other form:	Print version: Schuss, Zeev, 1937- Theory and applications of stochastic processes. New York ; London : Springer, c2010 9781441916044 1441916040
Publisher's no.:	12557349

Table of Contents:

The physical Brownian motion : diffusion and noise
The probability space of Brownian motion
Itô integration and calculus
Stochastic differential equations
The discrete approach and boundary behavior
The first passage time of diffusions
Markov processes and their diffusion approximations
Diffusion approximations to Langevin's equation
Large deviations of Markovian jump processes
Noise-induced escape from an attractor
Stochastic stability.