Brownian dynamics serve as mathematical models for the diffusive motion of microscopic particles of various shapes in gaseous, liquid, or solid environments. Th
This book offers an analytical rather than measure-theoretical approach to the derivation of the partial differential equations of nonlinear filtering theory. T
This is a monograph on the emerging branch of mathematical biophysics combining asymptotic analysis with numerical and stochastic methods to analyze partial dif
This book covers recent developments in the non-standard asymptotics of the mathematical narrow escape problem in stochastic theory, as well as applications of
Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry,
