Theory_and_Applications_of_Stochastic_Processes.pdf

Theory_and_Applications_of_Stochastic_Processes.pdf

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1、AppliedMathematicalSciencesVolume170EditorsS.S.AntmanJ.E.MarsdenL.SirovichAdvisorsJ.K.HaleP.HolmesJ.KeenerJ.KellerB.J.MatkowskyA.MielkeC.S.PeskinK.R.SreenivasanForfurthervolumes:http://www.springer.com/series/34ZeevSchussTheoryandApplicationsofStochasticProcessesAnAnalyticalApproachZeevSchus

2、sDepartmentofAppliedMathematicsSchoolofMathematicalScienceTelAvivUniversityA69978TelAvivIsraelEditors:S.S.AntmanJ.E.MarsdenL.SirovichDepartmentofMathematicsControlandDynamicalLaboratoryofAppliedandSystems,107-81MathematicsInstituteforPhysicalScienceCaliforniaInstituteDepartmentofandTechnolog

3、yofTechnologyBiomathematicalSciencesUniversityofMarylandPasadena,CA91125MountSinaiSchoolofMedicineCollegeParkUSANewYork,NY10029-6574MD20742-4015marsden@cds.caltech.eduUSAUSALawrence.Sirovich@mssm.edussa@math.umd.eduISSN0066-5452ISBN978-1-4419-1604-4e-ISBN978-1-4419-1605-1DOI10.1007/978-1-441

4、9-1605-1SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2009942425MathematicsSubjectClassification(2000):60-01,60J60,60J65,60J70,60J75,60J50,60J35,60J05,60J25,60J27,58J37,37H10,60H10,65C30,60G40,46N55,47N55,60F05,60F10©SpringerScience+BusinessMedia,LLC2010Allrightsrese

5、rved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMedia,LLC,233SpringStreet,NewYork,NY10013,USA),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,e

6、lectronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarks,andsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttoprop

7、rietaryrights.Printedonacid-freepaperSpringerispartofSpringerScience+BusinessMedia(www.springer.com)PrefaceStochasticprocessesanddiffusiontheoryarethemathematicalunderpinningsofmanyscientificdisciplines,includingstatisticalphysics,physicalchemistry,

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