Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Johan Grasman, Onno A., van Herwaarden
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2010
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Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation.
- ISBN-13
- 9783642084096
- ISBN-10
- 3642084095
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2010
- Publication date
- 2010-12-09
- Pages
- 220
- Dimensions
- 236x156x14
- Weight
- 350