Title rated 0 out of 5 stars, based on 0 ratings(0 ratings)
eBook, 2001
Current format, eBook, 2001, , All copies in use.
eBook, 2001
Current format, eBook, 2001, , All copies in use. Offered in 0 more formats
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 provided.
From the community