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Books: Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications
Grasman J., van Herwaarden O.A., 1999

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications


Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical s…


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