Stochastic Processes: Fundamentals, Concepts and Applications


Krystian Gaubert (Editor)

Series: Mathematics Research Developments
BISAC: MAT029040

Marco Bianucci and Silvia Merlino begin Chapter One by focusing on the Ocean-Atmosphere system in an effort to show how to get a Generalized Fokker Planck Equation by describing the statistics of a point of interest within the large, complex system. Next, Mikhail Moklyachuk and Maria Sidei examine results of an investigation in which the problem of mean square optimal estimation of linear functionals dependent on unknown values of a homogeneous and isotropic unit was examined. Afterwards, Chapter Three by F. Guillois, N. Petrova, O. Soulard, R. Duclous and V. Sabelnikov outlines the Eulerian (Field) Monte Carlo Method (EMC) for solving the joint velocity-scalar PDF transport equation in turbulent reactive flows. In Chapter Four, Rabha W. Ibrahim introduce a new fractional differential-difference process based on different types of fractional calculus. (Imprint: Nova)

Table of Contents

Table of Contents


Chapter 1. Non Standard Fluctuation Dissipation Processes in Ocean-Atmosphere Interaction and for General Hamiltonian or Non Hamiltonian Phenomena: Analytical Results (pp. 1-66)
Marco Bianucci and Silvia Merlino

Chapter 2. The Extrapolation Problem for Homogeneous Isotropic Random Fields (pp. 67-106)
Mikhail Moklyachuk and Maria Sidei

Chapter 3. Stochastic Partial Differential Equations as a Tool for Solving the Joint Velocity-Scalar Probability Density Function Transport Equation (pp 107-148)
F. Guillois, N. Petrova, O. Soulard, R. Duclous and V. Sabelnikov

Chapter 4. A Fractional Stochastic Process Defined by a Differential–Difference Operator (pp. 149-162)
Rabha W. Ibrahim

Index (pp. 163)

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