Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation...
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural science...
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural sciences, and in technological applications. This book is aimed at advanced undergraduate and graduate students, and researchers in mathematics, physics, the natural sciences, and engineering. It presents a new constructive approach to the quantitative description of solutions to systems of stochastic differential equations evolving on well-separated timescales. The method, which combines techniques from stochastic analysis and singular perturbation...
Stochastic differential equations play an increasingly important role in modeling the dynamics of a large variety of systems in the natural science...
Honouring the work of Erwin Bolthausen and Jurgen Gartner, this book gathers articles on probability, including self-interacting random walks and polymer models in random and non-random environments, Parisi formulas and metastability in spin glasses, and much more.
Honouring the work of Erwin Bolthausen and Jurgen Gartner, this book gathers articles on probability, including self-interacting random walks and poly...
Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twenty articles on various topics in this field, including self-interacting random walks and polymer models in random and non-random environments, branching processes, Parisi formulas and metastability in spin glasses, and hydrodynamic limits for gradient Gibbs models. The majority of these articles contain original results at the forefront of contemporary research; some of them include review aspects and summarize the state-of-the-art on topical...
Probabilistic approaches have played a prominent role in the study of complex physical systems for more than thirty years. This volume collects twe...
