Generalized Diffusion Processes is popular PDF and ePub book, written by Nikola_ Ivanovich Portenko in 1990-12-21, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Generalized Diffusion Processes can be Read Online from any device for your convenience.
Generalized Diffusion Processes Book PDF Summary
Diffusion processes serve as a mathematical model for the physical phenomenon of diffusion. One of the most important problems in the theory of diffusion processes is the development of methods for constructing these processes from a given diffusion matrix and a given drift vector. Focusing on the investigation of this problem, this book is intended for specialists in the theory of random processes and its applications. A generalized diffusion process (that is, a continuous Markov process for which the Kolmogorov local characteristics exist in the generalized sense) can serve as a model for diffusion in a medium moving in a nonregular way. The author constructs generalized diffusion processes under two assumptions: first, that the diffusion matrix is sufficiently regular; and second, that the drift vector is a function integrable to some power, or is a generalized function of the type of the derivative of a measure.
Detail Book of Generalized Diffusion Processes PDF
- Author : Nikola_ Ivanovich Portenko
- Release : 21 December 1990
- Publisher : American Mathematical Soc.
- ISBN : 0821898264
- Genre : Mathematics
- Total Page : 200 pages
- Language : English
- PDF File Size : 18,5 Mb
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