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## Details

Genre/Form: | Electronic books |
---|---|

Additional Physical Format: | Printed edition: |

Material Type: | Document, Internet resource |

Document Type: | Internet Resource, Computer File |

All Authors / Contributors: |
Zeev Schuss |

ISBN: | 9781461476870 1461476879 1461476860 9781461476863 |

OCLC Number: | 858924139 |

Description: | 1 online resource (xx, 322 pages) : illustrations (some color) |

Contents: | The mathematical Brownian motion -- Euler simulation of Ito SDEs -- Simulation of the overdamped Langevin equation -- The first passage time of a diffusion process -- Chemical reaction in microdomains -- The stochastic separatrix -- Narrow escape in R² -- Narrow escape in R³. |

Series Title: | Applied mathematical sciences (Springer-Verlag New York Inc.), volume 186. |

Responsibility: | Zeev Schuss. |

### Abstract:

## Reviews

*Editorial reviews*

Publisher Synopsis

From the book reviews: "This book uniquely combines an introduction to the mathematical theory of Brownian motion with applications to chemical kinetics, primarily in biology and physiology. ... this a unique and valuable book. ... Exercises are included throughout the book, particularly relating to the mathematical theory. The book will be extremely useful to both mathematicians and biologists/physiologists, etc., who work at the interface of these two subjects." (D. J. W. Simpson, SIAM Review, Vol. 56 (4), December, 2014) "This book will be of interest to a broad group of students and researchers. It presents a style of analysis that is typical of applications in physics and applied sciences-an explicit transition-density style based on the Fokker-Planck and Langevin equations, and the forward Kolmogorov equation, and defining solutions to stochastic differential equations through the Euler scheme of successive approximations ... ." (David R. Steinsaltz, Mathematical Reviews, November, 2014) Read more...

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