Asymptotic methods for the Fokker-Planck equation and the exit problem in applications /

Grasman, Johan.

Asymptotic methods for the Fokker-Planck equation and the exit problem in applications / J. Grasman, O.A. van Herwaarden. - Berlin : Springer, 1999. - ix, 220 p. : ill. ; 24 cm. - Springer series in synergetics, 0172-7389 .

Includes bibliographical references (p. [203]-210) and indexes.

3540644350 RM172.60

98-043895


Fokker-Planck equation--Asymptotic theory.
Perturbation (Mathematics)
Stochastic analysis.

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