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Dynamics of Stochastic Systems

By: Russia) Klyatskin Valery I. (Russian Academy of Science (Author)

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Format: Paperback or Softback

ISBN-13: 9780444517968

Publisher: Elsevier Science & Technology

Publication Date: Mar 17th, 2005

Dimension: 24.00 x 16.50 x 40.00 cms

Category: Stochastics

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Applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to various models, to produce exact or approximate solutions, or in worst case numeric procedures. This book takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations.

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