书目名称 | Noise-Induced Phenomena in Slow-Fast Dynamical Systems |
副标题 | A Sample-Paths Appro |
编辑 | Nils Berglund,Barbara Gentz |
视频video | |
概述 | The approach used here allows researchers and practitioners to quantitatively describe domains in a way that is close to reality - this is the first approach to do this.Several concrete examples are d |
丛书名称 | Probability and Its Applications |
图书封面 |  |
描述 | .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 aimed 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....In addition to the detailed presentation of the set-up and mathematical results, applications to problems in physics, biology, and climatology are discussed. . |
出版日期 | Book 2006 |
关键词 | Noise-Induced; Slow-Fast Dynamical Systems; differential equation; dynamical systems; stochastic differe |
版次 | 1 |
doi | https://doi.org/10.1007/1-84628-186-5 |
isbn_softcover | 978-1-84996-547-7 |
isbn_ebook | 978-1-84628-186-0Series ISSN 1431-7028 |
issn_series | 1431-7028 |
copyright | Springer-Verlag London 2006 |