Stochastic equations through the eye of the physicist : basic concepts, exact results and asymptotic approximations /: basic concepts, exact results and asymptotic approximations. (2005)

• Record Type: Book
• Further Information: Note: V.I Klyatskin.
• Other Names: Kli︠a︡t︠s︡kin, Valeriĭ Isaakovich
• Contents: Contents / Preface / Introduction -- I Dynamical description of stochastic systems -- 1 Examples, basic problems, peculiar features of solutions -- 2 Indicator function and Liouville equation -- II Stochastic equations -- 3 Random quantities, processes and fields -- 4 Correlation splitting -- 5 General approaches to analyzing stochastic dynamic systems -- 6 Stochastic equations with the Markovian fluctuations of parameters -- III Asymptotic and approximate methods for analyzing stochastic equations -- 7 Gaussian random field delta-correlated in time (ordinary differential equations) -- 8 Methods for solving and analyzing the Fokker-Planck equation -- 9 Gaussian delta-correlated random field (causal integral equations) -- 10 Diffusion approximation -- IV Coherent phenomena in stochastic dynamic systems -- 11 Passive tracer clustering and diffusion in random hydrodynamic flows -- 12 Wave localization in randomly layered media -- 13 Wave propagation in random inhomogeneous medium -- 14 Some problems of statistical hydrodynamics -- A Variation (functional) derivatives -- B Fundamental solutions of wave problems in empty and layered media -- B.1 The case of empty space -- B.2 The case of layered space -- C Imbedding method in boundary-value wave problems -- C.1 Boundary-value problems for ordinary differential equations -- C.2 Stationary boundary-value wave problems -- C.2.1 One-dimensional stationary boundary-value wave problems.
• Publisher Details: Amsterdam Boston : Elsevier
• Publication Date: 2005
• Extent: 1 online resource (xviii, 538 pages), illustrations
• Subjects: 519.2/3; Stochastic processes; Stochastic analysis; Mathematical physics; Processus stochastiques; Analyse stochastique; Physique mathématique; MATHEMATICS -- Probability & Statistics -- General; Mathematical physics; Stochastic analysis; Stochastic processes; Electronic books
• Languages: English
• ISBNs: 9780080457642; 0080457649
• Related ISBNs: 9780444517975; 0444517979
• Notes: Note: Includes bibliographical references (pages 513-534) and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.