Dynamics of Stochastic Systems - Bok av Valery I. (Russian Academy of Science Klyatskin - Häftad
Applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to various models, to produce exact or approximate solutions, or in worst case numeric procedures. This book takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations.