Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations.The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are providedEnergy Combust. Sci. 11, 119. Pope, S. B. (1994) aquot;Lagrangian PDF methods for turbulent flowsaquot;, in Annual Reviews of ... Reif, F. (1985) Fundamentals of Statistical and Thermal Physics, McGraw-Hill, Singapore. Resibois, P. and De Leener, anbsp;...
|Title||:||High-dimensional Nonlinear Diffusion Stochastic Processes|
|Author||:||Yevgeny Mamontov, M. Willander|
|Publisher||:||World Scientific - 2001-01-01|