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Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

Bag om Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642084096
  • Indbinding:
  • Paperback
  • Sideantal:
  • 220
  • Udgivet:
  • 9. december 2010
  • Udgave:
  • 11999
  • Størrelse:
  • 156x236x14 mm.
  • Vægt:
  • 350 g.
  • 8-11 hverdage.
  • 16. januar 2025
På lager
Forlænget returret til d. 31. januar 2025
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Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.

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