Stochastic Multiscale Modeling
نویسنده
چکیده
The purpose of theses lectures is to introduce students to some of the interesting phenomena observed with stochastic processes which are evolving on two widely separated time scales. The study, and even definition of such processes involve a wide range of necessary concepts and tools from the theory of probability and stochastic processes. With the short time at our disposal, these notes are aimed to highlight a line of reasoning so that a student with some basic knowledge of elementary probability can get a feeling, and perhaps some intuition, on the complicated subject of multiscale stochastic processes. As such, these notes are not to be regarded as a summary or introductory probability course. I apologize for any inaccuracies. Some may be unintentional. However, some are, in order to facilitate a smoother presentation. None, I hope, are too gross. I will do my best to point out whenever I allowed myself some leniencies which cannot be justified, at least formally. Finally, these notes should be regarded as a list of key definitions, theorems and practice problems and are supplementary to the class. They were not written as a self-study guide or review.
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تاریخ انتشار 2008