High-dimensional Nonlinear Diffusion Stochastic Processes

Download or read book High-dimensional Nonlinear Diffusion Stochastic Processes written by Yevgeny Mamontov and published by World Scientific. This book was released on 2001 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations.The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are provided