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Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes
Language: en
Pages: 258
Authors: Weihua Deng
Categories: Mathematics
Type: BOOK - Published: 2022-06-20 - Publisher: World Scientific

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This volume presents a pedagogical review of the functional distribution of anomalous and nonergodic diffusion and its numerical simulations, starting from the
Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions
Language: en
Pages: 211
Authors: Weihua Deng
Categories: Technology & Engineering
Type: BOOK - Published: 2022-04-11 - Publisher: CRC Press

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This book investigates statistical observables for anomalous and nonergodic dynamics, focusing on the dynamical behaviors of particles modelled by non-Brownian
Modeling Anomalous Diffusion: From Statistics To Mathematics
Language: en
Pages: 267
Authors: Weihua Deng
Categories: Mathematics
Type: BOOK - Published: 2020-01-06 - Publisher: World Scientific

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This book focuses on modeling the anomalous diffusion phenomena, being ubiquitous in the natural world. Both the microscopic models (stochastic processes) and m
Applied Stochastic Differential Equations
Language: en
Pages: 327
Authors: Simo Särkkä
Categories: Business & Economics
Type: BOOK - Published: 2019-05-02 - Publisher: Cambridge University Press

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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Nonlocal Diffusion and Applications
Language: en
Pages: 165
Authors: Claudia Bucur
Categories: Mathematics
Type: BOOK - Published: 2016-04-08 - Publisher: Springer

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Working in the fractional Laplace framework, this book provides models and theorems related to nonlocal diffusion phenomena. In addition to a simple probabilist