Generalized diffusion processes

Generalized diffusion processes

by Portenko, N. I., (Nikolaĭ Ivanovich)

Type Book
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Diffusion processes serve as a mathematical model for the physical phenomenon of diffusion. One of the most important problems in the theory of diffusion processes is the development of methods for constructing these processes from a given diffusion matrix and a given drift vector. Focusing on the investigation of this problem, this book is intended for specialists in the theory of random processes and its applications. A generalized diffusion process (that is, a continuous Markov process for w…

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Title Statements

  • Full title :Generalized diffusion processes / N.I. Portenko.

Summary

Diffusion processes serve as a mathematical model for the physical phenomenon of diffusion. One of the most important problems in the theory of diffusion processes is the development of methods for constructing these processes from a given diffusion matrix and a given drift vector. Focusing on the investigation of this problem, this book is intended for specialists in the theory of random processes and its applications. A generalized diffusion process (that is, a continuous Markov process for which the Kolmogorov local characteristics exist in the generalized sense) can serve as a model for di.

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Edition Statements

  • Publication Date:©1990.

Publication Statements

The Physical Object

  • Description:1 online resource

Edition Identifiers

  • ISBN:9781470444969, 1470444968
  • oclc:on1031910244
  • LC Classification:QA274.75.P6713 1990
  • Dewey Decimal:519.2/33

Subjects

Diffusion processes Processus de diffusion

Writers

Portenko, N. I., (Nikolaĭ Ivanovich)

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