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Diffusion Processes and Related Problems in Analysis, Volume II
Language: en
Pages: 344
Authors: V. Wihstutz
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci
Markov Processes and Related Problems of Analysis
Language: en
Pages: 325
Authors: Evgeniĭ Borisovich Dynkin
Categories: Mathematics
Type: BOOK - Published: 1982-09-23 - Publisher: Cambridge University Press

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The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Profess
Stochastic Processes and Applications
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Authors: Grigorios A. Pavliotis
Categories: Mathematics
Type: BOOK - Published: 2014-11-19 - Publisher: Springer

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This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci
Diffusion Processes and their Sample Paths
Language: en
Pages: 341
Authors: Kiyosi Itô
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research
The Mathematics of Diffusion
Language: en
Pages: 428
Authors: John Crank
Categories: Mathematics
Type: BOOK - Published: 1979 - Publisher: Oxford University Press

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Though it incorporates much new material, this new edition preserves the general character of the book in providing a collection of solutions of the equations o