Name: markov processes and differential equations (en Inglés)
SKU: 3419848
Price: 55.17 USD
Availability: InStock
Author: freidlin
ISBN: 9783764353926

portada markov processes and differential equations (en Inglés)

markov processes and differential equations (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

freidlin

Idioma

Inglés

N° páginas

154

ISBN

3764353929

ISBN13

9783764353926

Categorías

Cálculo diferencial y ecuaciones

markov processes and differential equations (en Inglés)

Freidlin (Autor) · Springer · Libro Físico

Libro Nuevo Importado

Envío: 17 a 24 días háb.

$ 100.30$ 55.17

-45%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 55.17

Llega entre el 29 Sep y el 13 Oct a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "markov processes and differential equations (en Inglés)"

probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and markov processes on the other, many problems in pdes can be reformulated as problems for corresponding stochastic processes and vice versa. in the present book four classes of problems are considered: - the dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and pdes - homogenization in pdes and in stochastic processes - wave front propagation for semilinear differential equations and systems. from the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. the third topic, homog- enization, is a natural problem for stochastic processes as well as for pdes. wave fronts in semilinear pdes are interesting examples of pattern formation in reaction-diffusion equations. the text presents new results in probability theory and their applica- tion to the above problems. various examples help the reader to understand the effects. prerequisites are knowledge in probability theory and in partial differential equations.