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Markov processes and differential equations : asymptotic problems

Author: Mark I Frejdlin
Publisher: Basel ; Berlin : Birkhäuser, 1996.
Series: Lectures in mathematics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This volume presents new results in probability theory and partial differential equations related to asymptotic

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Mark I Frejdlin
ISBN: 0817653929 9780817653927 3764353929 9783764353926
OCLC Number: 246953241
Description: 152 Seiten : Diagramme.
Contents: 1 Stochastic Processes Defined by ODE's.- 2 Small Parameter in Higher Derivatives: Levinson's Case.- 3 The Large Deviation Case.- 4 Averaging Principle for Stochastic Processes and for Partial Differential Equations.- 5 Averaging Principle: Continuation.- 6 Remarks and Generalizations.- 7 Diffusion Processes and PDE's in Narrow Branching Tubes.- 8 Wave Fronts in Reaction-Diffusion Equations.- 9 Wave Fronts in Slowly Changing Media.- 10 Large Scale Approximation for Reaction-Diffusion Equations.- 11 Homogenization in PDE's and in Stochastic Processes.- References.
Series Title: Lectures in mathematics.
Responsibility: Mark Freidlin.
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