Dynamics of stochastic systems. (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 -- 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 -- 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 -- 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 -- V Appendix -- A Variation (functional) derivatives -- B Fundamental solutions of wave problems in empty and layered media -- C Imbedding method in boundary-value wave problems 380 -- Bibliography -- Index.
• Publisher Details: Amsterdam : Elsevier
• Publication Date: 2005
• Extent: 1 online resource (205 pages), illustrations
• Subjects: 519.2; Stochastic analysis; Statistical physics; Stochastic processes; MATHEMATICS -- Probability & Statistics -- General; Statistical physics; Stochastic analysis; Stochastic processes; Electronic books; Electronic books
• Languages: English
• ISBNs: 9780080504858
• Related ISBNs: 008050485X; 9780444517968; 0444517960
• Notes: Note: Includes bibliographical references (pages 200-203) 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.