Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical.
This book offers an analytical approach to stochastic processes that are most common in the physical and life sciences, as well as in optimal control and in the theory of filltering of signals from noisy measurements. Its aim is to make...
Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physica...
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. The renewed interest in Brownian dynamics is due primarily to their key role in molecular and cellular biophysics: diffusion of ions and molecules is the driver of all life. Brownian dynamics simulations are the numerical realizations of stochastic differential equations that model the functions of biological micro devices such as protein ionic channels of biological membranes, cardiac myocytes, neuronal synapses, and many more....
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid enviro...
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. The basis for this approach is the discrete numerical scheme used in Monte-Carlo simulations of stochastic differential equations and Wiener's associated path integral representation of the transition probability density.Furthermore, it presents analytical methods for constructing asymptotic approximations to their solution and for synthesizing asymptotically optimal filters. It also offers a new approach to the phase tracking...
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear...
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applications of the narrow escape problem in cell biology.
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applic...
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. The renewed interest in Brownian dynamics is due primarily to their key role in molecular and cellular biophysics: diffusion of ions and molecules is the driver of all life. Brownian dynamics simulations are the numerical realizations of stochastic differential equations that model the functions of biological micro devices such as protein ionic channels of biological membranes, cardiac myocytes, neuronal synapses, and many more....
Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid enviro...
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applications of the narrow escape problem in cell biology.
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applic...
