High-Dimensional Nonlinear Diffusion Stochastic Processes

DOI10.1142/4494zbMath0983.60073OpenAlexW1591655845MaRDI QIDQ4516134

Yevgeny V. Mamontov, Magnus Willander

Publication date: 27 November 2000

Published in: Series on Advances in Mathematics for Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/4494

zbMATH Keywords

stochastic differential equationMarkov processstationary processsemiconductorsnonlinear diffusionKolmogorov equationstochastic collocationmesoscopic phenomenasemiconductor noisestochastic adaptive interpolation

Mathematics Subject Classification ID

Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Uses Software

• RANLUX

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