Generalized Diffusion Processes
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Generalized Diffusion Processes
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Author : Nikola_ Ivanovich Portenko
language : en
Publisher: American Mathematical Soc.
Release Date : 1990-12-21
Generalized Diffusion Processes written by Nikola_ Ivanovich Portenko and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-12-21 with Mathematics categories.
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 diffusion in a medium moving in a nonregular way. The author constructs generalized diffusion processes under two assumptions: first, that the diffusion matrix is sufficiently regular; and second, that the drift vector is a function integrable to some power, or is a generalized function of the type of the derivative of a measure.
Generalized Diffusion Processes
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Author : Nikolaĭ Ivanovich Portenko
language : en
Publisher:
Release Date : 1990
Generalized Diffusion Processes written by Nikolaĭ Ivanovich Portenko and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Diffusion processes categories.
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.
Asymptotic Behaviors Of Moments For One Dimensional Generalized Diffusion Processes
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Author : Y. Ogura
language : en
Publisher:
Release Date : 1986
Asymptotic Behaviors Of Moments For One Dimensional Generalized Diffusion Processes written by Y. Ogura and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
A Model Of Coupled Diffusion Processes Described By Generalized Random Walks
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Author : Hiroaki Hara
language : en
Publisher:
Release Date : 1982
A Model Of Coupled Diffusion Processes Described By Generalized Random Walks written by Hiroaki Hara and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.
Asymptotic Behaviors Of Moments For One Dimensional Generalized Diffusion Processes
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Author : Yuki Ogura
language : de
Publisher:
Release Date : 1986
Asymptotic Behaviors Of Moments For One Dimensional Generalized Diffusion Processes written by Yuki Ogura and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with categories.
Stochastic Processes And Applications
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Author : Grigorios A. Pavliotis
language : en
Publisher: Springer
Release Date : 2014-11-19
Stochastic Processes And Applications written by Grigorios A. Pavliotis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-19 with Mathematics categories.
This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Convergence Of One Dimensional Diffusion Processes To A Jump Process Related To Population Genetics
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Author : M. Iizuka
language : en
Publisher:
Release Date : 1990
Convergence Of One Dimensional Diffusion Processes To A Jump Process Related To Population Genetics written by M. Iizuka and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with categories.
A conjecture on the convergence of diffusion models in population genetics to a simple Markov chain model is proved. The notion of bi-generalized diffusion processes and their limit theorems are used systematically to prove the conjecture. Three limits; strong selection - weak mutation limit, moderate selection - weak mutation limit, weak selection - weak mutation limit are considered for typical diffusion models in population genetics. (JES).
Diffusion Processes With Generalized Beta Density Functions International Journal Of Open Problems In Computer Science And Mathematics 2012 Vol 5 No 2
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Author : Mario Lefebvre
language : en
Publisher:
Release Date : 2012
Diffusion Processes With Generalized Beta Density Functions International Journal Of Open Problems In Computer Science And Mathematics 2012 Vol 5 No 2 written by Mario Lefebvre and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Convolution Like Structures Differential Operators And Diffusion Processes
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Author : Rúben Sousa
language : en
Publisher: Springer Nature
Release Date : 2022-07-27
Convolution Like Structures Differential Operators And Diffusion Processes written by Rúben Sousa and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-07-27 with Mathematics categories.
This book provides an introduction to recent developments in the theory of generalized harmonic analysis and its applications. It is well known that convolutions, differential operators and diffusion processes are interconnected: the ordinary convolution commutes with the Laplacian, and the law of Brownian motion has a convolution semigroup property with respect to the ordinary convolution. Seeking to generalize this useful connection, and also motivated by its probabilistic applications, the book focuses on the following question: given a diffusion process Xt on a metric space E, can we construct a convolution-like operator * on the space of probability measures on E with respect to which the law of Xt has the *-convolution semigroup property? A detailed analysis highlights the connection between the construction of convolution-like structures and disciplines such as stochastic processes, ordinary and partial differential equations, spectral theory, special functions and integral transforms. The book will be valuable for graduate students and researchers interested in the intersections between harmonic analysis, probability theory and differential equations.
Generalized Hydrodynamics For The Diffusion Process
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Author : Ignatz de Schepper
language : en
Publisher:
Release Date : 1974
Generalized Hydrodynamics For The Diffusion Process written by Ignatz de Schepper and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Hydrodynamics categories.