MARC details
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06860cam a2200745Ia 4500 |
| 001 - CONTROL NUMBER |
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ocn268966013 |
| 003 - CONTROL NUMBER IDENTIFIER |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20240925133126.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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m d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
081105s2001 si ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
N$T |
| Language of cataloging |
eng |
| Description conventions |
pn |
| Transcribing agency |
N$T |
| Modifying agency |
OCLCQ |
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UBY |
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IDEBK |
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E7B |
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OCLCQ |
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OCLCF |
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DKDLA |
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OCLCQ |
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NLGGC |
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OCLCO |
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YDXCP |
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EBLCP |
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DEBSZ |
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OCLCO |
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OCLCQ |
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OCLCO |
| 019 ## - |
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505144461 |
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646769031 |
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764502850 |
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879074242 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9789812810540 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9812810544 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9789810243852 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Canceled/invalid ISBN |
9810243855 |
| Qualifying information |
(alk. paper) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)268966013 |
| Canceled/invalid control number |
(OCoLC)505144461 |
| -- |
(OCoLC)646769031 |
| -- |
(OCoLC)764502850 |
| -- |
(OCoLC)879074242 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
TA342 |
| Item number |
.M35 2001eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
TEC |
| Subject category code subdivision |
009000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
TEC |
| Subject category code subdivision |
035000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
620/.001/5118 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mamontov, Yevgeny, |
| Dates associated with a name |
1955- |
| 9 (RLIN) |
434859 |
| 245 10 - TITLE STATEMENT |
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| Title |
High-dimensional nonlinear diffusion stochastic processes |
| Medium |
[electronic resource] : |
| Remainder of title |
modelling for engineering applications / |
| Statement of responsibility, etc. |
Yevgeny Mamontov, Magnus Willander. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Singapore ; |
| -- |
River Edge, NJ : |
| Name of publisher, distributor, etc. |
World Scientific, |
| Date of publication, distribution, etc. |
2001. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (xviii, 297 pages). |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Series on advances in mathematics for applied sciences ; |
| Volume/sequential designation |
v. 56 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (and index. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Print version record. |
| 520 8# - SUMMARY, ETC. |
|---|
| Summary, etc. |
Annotation This book is one of the first few devoted to high-dimensional diffusion stochastic processes with nonlinear coefficients. These processes are closely associated with large systems of Ito's stochastic differential equations and with discretized-in-the-parameter versions of Ito's stochastic differential equations that are nonlocally dependent on the parameter. The latter models include Ito's stochastic integro-differential, partial differential and partial integro-differential equations. The book presents the new analytical treatment which can serve as the basis of a combined, analytical -- numerical approach to greater computational efficiency. Some examples of the modelling of noise in semiconductor devices are provided. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Preface; Contents; Chapter 1 Introductory Chapter; 1.1 Prerequisites for Reading; 1.2 Random Variable. Stochastic Process. Random Field. High-Dimensional Process. One-Point Process; 1.3 Two-Point Process. Expectation. Markov Process. Example of Non-Markov Process Associated with Multidimensional Markov Process; 1.4 Preceding Subsequent and Transition Probability Densities. The Chapman-Kolmogorov Equation. Initial Condition for Markov Process; 1.4.1 The Chapman-Kolmogorov equation; 1.4.2 Initial condition for Markov process. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
1.5 Homogeneous Markov Process. Example of Markov Process: The Wiener Process1.6 Expectation Variance and Standard Deviations of Markov Process; 1.7 Invariant and Stationary Markov Processes. Covariance. Spectral Densities; 1.8 Diffusion Process; 1.9 Example of Diffusion Processes: Solutions of Ito's Stochastic Ordinary Differential Equation; 1.10 The Kolmogorov Backward Equation; 1.11 Figures of Merit. Diffusion Modelling of High-Dimensional Systems; 1.12 Common Analytical Techniques to Determine Probability Densities of Diffusion Processes. The Kolmogorov Forward Equation. |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1.12.1 Probability density1.12.2 Invariant probability density; 1.12.3 Stationary probability density; 1.13 The Purpose and Content of This Book; Chapter 2 Diffusion Processes; 2.1 Introduction; 2.2 Time-Derivatives of Expectation and Variance; 2.3 Ordinary Differential Equation Systems for Expectation; 2.3.1 The first-order system; 2.3.2 The second-order system; 2.3.3 Systems of the higher orders; 2.4 Models for Noise-Induced Phenomena in Expectation; 2.4.1 The case of stochastic resonance; 2.4.2 Practically efficient implementation of the second-order system. |
| 505 8# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
2.5 Ordinary Differential Equation System for Variance2.5.1 Damping matrix; 2.5.2 The uncorrelated-matrixes approximation; 2.5.3 Nonlinearity of the drift function; 2.5.4 Fundamental limitation of the state-space-independent approximations for the diffusion and damping matrixes; 2.6 The Steady-State Approximation for The Probability Density; Chapter 3 Invariant Diffusion Processes; 3.1 Introduction; 3.2 Preliminary Remarks; 3.3 Expectation. The Finite-Equation Method; 3.4 Explicit Expression for Variance; 3.5 The Simplified Detailed-Balance Approximation for Invariant Probability Density. |
| 505 8# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
3.5.1 Partial differential equation for logarithm of the density3.5.2 Truncated equation for the logarithm and the detailed-balance equation; 3.5.3 Case of the detailed balance; 3.5.4 The detailed-balance approximation; 3.5.5 The simplified detailed-balance approximation. Theorem on the approximating density; 3.6 Analytical-Numerical Approach to Non-Invariant and Invariant Diffusion Processes; 3.6.1 Choice of the bounded domain of the integration; 3.6.2 Evaluation of the multifold integrals. The Monte Carlo technique; 3.6.3 Summary of the approach; 3.7 Discussion. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Engineering |
| General subdivision |
Mathematical models. |
| 9 (RLIN) |
45759 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic processes. |
| 9 (RLIN) |
1109 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Diffusion processes. |
| 9 (RLIN) |
70248 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Differential equations, Nonlinear. |
| 9 (RLIN) |
5321 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Ingénierie |
| General subdivision |
Modèles mathématiques. |
| 9 (RLIN) |
434860 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Processus stochastiques. |
| 9 (RLIN) |
11127 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Processus de diffusion. |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Équations différentielles non linéaires. |
| 9 (RLIN) |
11406 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
TECHNOLOGY & ENGINEERING |
| General subdivision |
Engineering (General) |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
27299 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
TECHNOLOGY & ENGINEERING |
| General subdivision |
Reference. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
27300 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Differential equations, Nonlinear. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00893474 |
| 9 (RLIN) |
5321 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Diffusion processes. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00893561 |
| 9 (RLIN) |
70248 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Engineering |
| General subdivision |
Mathematical models. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst00910373 |
| 9 (RLIN) |
45759 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic processes. |
| Source of heading or term |
fast |
| Authority record control number |
(OCoLC)fst01133519 |
| 9 (RLIN) |
1109 |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 655 #0 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 9 (RLIN) |
396 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Willander, M. |
| 9 (RLIN) |
115955 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Main entry heading |
Mamontov, Yevgeny, 1955- |
| Title |
High-dimensional nonlinear diffusion stochastic processes. |
| Place, publisher, and date of publication |
Singapore ; River Edge, NJ : World Scientific, 2001 |
| International Standard Book Number |
9810243855 |
| -- |
9789810243852 |
| Record control number |
(DLC) 00053437 |
| -- |
(OCoLC)45283225 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Series on advances in mathematics for applied sciences ; |
| Volume number/sequential designation |
v. 56. |
| 9 (RLIN) |
386502 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Materials specified |
EBSCOhost |
| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=235902">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=235902</a> |
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EBL - Ebook Library |
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EBLB |
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EBL1679503 |
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ebrary |
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EBRY |
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ebr10255985 |
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EBSCOhost |
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EBSC |
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235902 |
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YBP Library Services |
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YANK |
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2915223 |
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92 |
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N$T |