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High-dimensional nonlinear diffusion stochastic processes: modelling for engineering applications
This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito's stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of n...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
World Scientific
2001
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/517329 |