High-Dimensional Nonlinear Diffusion Stochastic Processes

ISBN-13: 9789810243852 / Angielski / Twarda / 2001 / 324 str.

Y. Mamontov; M. Willander; Yevgeny Mamontov

Opis

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.