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Series
Diffusion and defect data. Pt. A Defect and diffusion forum volume Volume 355
Publisher
Trans Tech Publications
Pub. Date
[2014]
Language
English
Author
Series
Publisher
Cambridge University Press
Pub. Date
2012
Language
English
Description
"This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic...
Author
Series
Advanced series on statistical science and applied probability volume Volume 18
Publisher
World Scientific Publishing
Pub. Date
2014.
Language
English
Series
Diffusion and defect data. Pt. A Defect and diffusion forum volume 326-328
Publisher
Trans Tech Publications
Pub. Date
[2012]
Language
English
Series
Mathematical notes volume 47
Publisher
Princeton University Press
Pub. Date
2006.
Language
English
Author
Publisher
John Wiley & Sons, Inc
Pub. Date
2013
Language
English
Description
"Featuring an introduction to stochastic calculus, this book uniquely blends diffusion equations and random walk theory and provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. It covers standard methods and applications of Brownian motion and discusses Levy motion; addresses fractional calculus; introduces percolation...
