High-dimensional Nonlinear Diffusion Stochastic Processes

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.

Product details

• Authors: Yevgeny Mamontov, Yevgeny (Gothenburg University And Chalmers University Of Technology Mamontov, Magnus Willander, Magnus (Linkoping Univ Willander
• Publisher: World Scientific Publishing Company
• Languages: English
• Product format: Hardback
• Released: 22.01.2001
• EAN: 9789810243852
• ISBN: 978-981-02-4385-2
• No. of pages: 324
• Series: Series on Advances in Mathematics for Applied Sciences; Advances in Mathematics for Ap
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics