메뉴 건너뛰기




Volumn 170, Issue , 2010, Pages 1-458

Theory and applications of stochastic processes an analytical approach

Author keywords

[No Author keywords available]

Indexed keywords


EID: 84901319201     PISSN: 00665452     EISSN: 2196968X     Source Type: Book Series    
DOI: 10.1007/978-1-4419-1605-1_1     Document Type: Chapter
Times cited : (62)

References (254)
  • 2
    • 36749111305 scopus 로고
    • Generalized Langevin equation approach for atom/solid surface scattering: Collinear atom/harmonic chain model
    • Adelman, S.A. and J.D. Doll. “Generalized Langevin equation approach for atom/solid surface scattering: Collinear atom/harmonic chain model." J. Chem. Phys., 61, 4242–4245 (1974).
    • (1974) J. Chem. Phys. , vol.61 , pp. 4242-4245
    • Adelman, S.A.1    Doll, J.D.2
  • 3
    • 36549098160 scopus 로고
    • Diffusion with back reaction
    • Agmon, N. “Diffusion with back reaction." J. Chem. Phys., 81, 2811–2817 (1984).
    • (1984) J. Chem. Phys. , vol.81 , pp. 2811-2817
    • Agmon, N.1
  • 6
    • 0022737468 scopus 로고
    • Asymptotic analysis of the Lyapunov exponent and rotation number of the random oscillator and applications
    • Arnold, L., G. Papanicolaou, and V. Wihstutz. “Asymptotic analysis of the Lyapunov exponent and rotation number of the random oscillator and applications." SIAM J. Appl. Math., 46, 427–450 (1986).
    • (1986) SIAM J. Appl. Math. , vol.46 , pp. 427-450
    • Arnold, L.1    Papanicolaou, G.2    Wihstutz, V.3
  • 7
    • 21344441885 scopus 로고
    • Discretization error in simulation of one-dimensional reflecting Brownian motion
    • Asmussen, S., P. Glynn, and J. Pitman. “Discretization error in simulation of one-dimensional reflecting Brownian motion." Ann. Appl. Prob., 5 (4), 875– 896 (1995).
    • (1995) Ann. Appl. Prob. , vol.5 , Issue.4 , pp. 875-896
    • Asmussen, S.1    Glynn, P.2    Pitman, J.3
  • 8
    • 0001505964 scopus 로고
    • On deviations of the sample mean
    • Bahadur, R.P. and R. Ranga Rao. “On deviations of the sample mean." Ann. Math. Stat., 31, 1015–1027 (1960).
    • (1960) Ann. Math. Stat. , vol.31 , pp. 1015-1027
    • Bahadur, R.P.1    Ranga Rao, R.2
  • 9
    • 0001453273 scopus 로고
    • Edgeworth and saddle point approximations with statistical applications
    • Barndorf-Nielsen, O. and D.R. Cox. “Edgeworth and saddle point approximations with statistical applications." J. Royal Statist. Soc. B, 41 (3), 279–312 (1979).
    • (1979) J. Royal Statist. Soc. B , vol.41 , Issue.3 , pp. 279-312
    • Barndorf-Nielsen, O.1    Cox, D.R.2
  • 10
    • 0344551102 scopus 로고    scopus 로고
    • Stochastic model of autocrine and paracrine signals in cell culture assays
    • Batsilas, L., A.M. Berezhkovskii, and S.Y. Shvartsman. “Stochastic model of autocrine and paracrine signals in cell culture assays." Biophys. J., 85, 3659Ű-3665 (2003).
    • (2003) Biophys. J. , vol.85
    • Batsilas, L.1    Berezhkovskii, A.M.2    Shvartsman, S.Y.3
  • 11
    • 4243465324 scopus 로고
    • Numerical solutions of first-exit-time problems
    • Beccaria, M., G. Curci, and A. Vicere. “Numerical solutions of first-exit-time problems." Phys. Rev E., 48 (2), 1539–1546 (1993).
    • (1993) Phys. Rev E. , vol.48 , Issue.2 , pp. 1539-1546
    • Beccaria, M.1    Curci, G.2    Vicere, A.3
  • 12
    • 0000325194 scopus 로고
    • Molecular dynamics simulations of tips2 water restricted by a spherical hydrophobic boundary
    • Belch, A.C. and M. Berkowitz. “Molecular dynamics simulations of tips2 water restricted by a spherical hydrophobic boundary." Chem. Phys. Lett., 113, 278–282 (1985).
    • (1985) Chem. Phys. Lett. , vol.113 , pp. 278-282
    • Belch, A.C.1    Berkowitz, M.2
  • 13
    • 0020952113 scopus 로고
    • Nonlinear systems with fast parametric oscillations
    • Bellman, R., J. Bentsman, and S.M. Meerkov. “Nonlinear systems with fast parametric oscillations." J. Math. Anal. Appl., 97, 572–589 (1983).
    • (1983) J. Math. Anal. Appl. , vol.97 , pp. 572-589
    • Bellman, R.1    Bentsman, J.2    Meerkov, S.M.3
  • 15
    • 26344468342 scopus 로고
    • Thermal fluctuations and the lifetime of the nonequilibrium steady-state in a hysteretic Josephson junction
    • Ben-Jacob, E., D. Bergman, and Z. Schuss. “Thermal fluctuations and the lifetime of the nonequilibrium steady-state in a hysteretic Josephson junction." Phys. Rev. B, Rapid Comm., 25, 519–522 (1982).
    • (1982) Phys. Rev. B, Rapid Comm. , vol.25 , pp. 519-522
    • Ben-Jacob, E.1    Bergman, D.2    Schuss, Z.3
  • 17
    • 85067982942 scopus 로고
    • “Noise induced transitions in multi-stable systems," in Fluctuations and Sensitivity in Nonequilibrium Systems, Proceedings of an International Conference, University of Texas, Austin, Texas, March 12–16
    • Ben-Jacob, E., D.J. Bergman, B.J. Matkowsky, and Z. Schuss. “Noise induced transitions in multi-stable systems," in Fluctuations and Sensitivity in Nonequilibrium Systems, Proceedings of an International Conference, University of Texas, Austin, Texas, March 12–16. Springer Proceedings in Physics 1, 1984.
    • (1984) Springer Proceedings in Physics , vol.1
    • Ben-Jacob, E.1    Bergman, D.J.2    Matkowsky, B.J.3    Schuss, Z.4
  • 18
    • 0348066117 scopus 로고
    • Master-equation approach to shot noise in Josephson junctions
    • Ben-Jacob, E., D.J. Bergman, B.J. Matkowsky, and Z. Schuss. “Master-equation approach to shot noise in Josephson junctions." Phys. Rev. B, 34 (3), 1572–1581 (1986).
    • (1986) Phys. Rev. B , vol.34 , Issue.3 , pp. 1572-1581
    • Ben-Jacob, E.1    Bergman, D.J.2    Matkowsky, B.J.3    Schuss, Z.4
  • 19
    • 0020846444 scopus 로고
    • Thermal activation from the fluxoid and the voltage states of dc SQUIDs
    • Ben-Jacob, E., D.J. Bergman, Y. Imry, B.J. Matkowsky, and Z. Schuss. “Thermal activation from the fluxoid and the voltage states of dc SQUIDs. J. Appl. Phys., 54, 6533–6542 (1983).
    • (1983) J. Appl. Phys. , vol.54 , pp. 6533-6542
    • Ben-Jacob, E.1    Bergman, D.J.2    Imry, Y.3    Matkowsky, B.J.4    Schuss, Z.5
  • 22
    • 0000058850 scopus 로고
    • Molecular dynamics with stochastic boundary conditions
    • Berkowitz, M. and J.A. McCammon. “Molecular dynamics with stochastic boundary conditions." Chem. Phys. Lett., 90, 215–217 (1982).
    • (1982) Chem. Phys. Lett. , vol.90 , pp. 215-217
    • Berkowitz, M.1    McCammon, J.A.2
  • 26
    • 0011219712 scopus 로고
    • Some results on the problem of exit from a domain
    • Bobrovsky, B.Z. and O. Zeitouni. “Some results on the problem of exit from a domain." Stoch. Process. Appl., 41 (2), 241–256 (1992).
    • (1992) Stoch. Process. Appl. , vol.41 , Issue.2 , pp. 241-256
    • Bobrovsky, B.Z.1    Zeitouni, O.2
  • 27
    • 0020089442 scopus 로고
    • A singular perturbation method for the computation of the mean first passage time in a nonlinear filter
    • Bobrovsky, B.Z. and Z. Schuss. “A singular perturbation method for the computation of the mean first passage time in a nonlinear filter." SIAM J. Appl. Math., 42 (1), 174–187 (1982).
    • (1982) SIAM J. Appl. Math. , vol.42 , Issue.1 , pp. 174-187
    • Bobrovsky, B.Z.1    Schuss, Z.2
  • 28
    • 10244256462 scopus 로고    scopus 로고
    • A symmetrized Euler scheme for an efficient approximation of reflected diffusions
    • Bossy, M., E. Gobet, and D. Talay. “A symmetrized Euler scheme for an efficient approximation of reflected diffusions." J. Appl. Prob., 41, 877–889 (2004).
    • (2004) J. Appl. Prob. , vol.41 , pp. 877-889
    • Bossy, M.1    Gobet, E.2    Talay, D.3
  • 29
    • 36749119973 scopus 로고
    • Deformable stochastic boundaries in molecular dynamics
    • Brooks, C.L., III and M. Karplus. “Deformable stochastic boundaries in molecular dynamics." J. Chem. Phys., 79, 6312 (1983).
    • (1983) J. Chem. Phys. , vol.79 , pp. 6312
    • Brooks, C.L.1    Karplus, M.2
  • 31
    • 14544283338 scopus 로고
    • Diffusion with back reaction
    • Bryan, G.H. “Diffusion with back reaction." Proc. Camb. Phil. Soc., 7, 246, (1891).
    • (1891) Proc. Camb. Phil. Soc. , vol.7 , pp. 246
    • Bryan, G.H.1
  • 33
    • 35949020646 scopus 로고
    • Thermal activation in extremely underdamped Josephson-junction circuits
    • Büttiker, M., E.P. Harris, and R. Landauer. “Thermal activation in extremely underdamped Josephson-junction circuits." Phys. Rev. B, 28, 1268 (1979).
    • (1979) Phys. Rev. B , vol.28 , pp. 1268
    • Büttiker, M.1    Harris, E.P.2    Landauer, R.3
  • 34
    • 84966245763 scopus 로고
    • The transformation of Wiener integrals by nonlinear transformations
    • Cameron, R.H. and W.T. Martin. “The transformation of Wiener integrals by nonlinear transformations." Trans. Amer. Math. Soc., 69, 253Ű–283 (1949).
    • (1949) Trans. Amer. Math. Soc. , vol.69 , pp. 253
    • Cameron, R.H.1    Martin, W.T.2
  • 35
    • 36749112584 scopus 로고
    • First passage times and the kinetics of unimolec-ular dissociation
    • Carmeli, B. and A. Nitzan. “First passage times and the kinetics of unimolec-ular dissociation." J. Chem. Phys., 76, 5321–5333 (1982).
    • (1982) J. Chem. Phys. , vol.76 , pp. 5321-5333
    • Carmeli, B.1    Nitzan, A.2
  • 36
    • 4243279843 scopus 로고
    • Non-Markovian theory of activated rate processes V, external periodic forces in the low friction limit
    • Carmeli, B. and A. Nitzan. “Non-Markovian theory of activated rate processes V, external periodic forces in the low friction limit." Phys. Rev. A, 32, 2439–2454 (1985).
    • (1985) Phys. Rev. A , vol.32 , pp. 2439-2454
    • Carmeli, B.1    Nitzan, A.2
  • 38
    • 0002121327 scopus 로고
    • Stochastic problems in physics and astronomy
    • Chandrasekhar, S. “Stochastic problems in physics and astronomy." Rev. Mod. Phys., 15, 2–89 (1943).
    • (1943) Rev. Mod. Phys. , vol.15 , Issue.2-89
    • Chandrasekhar, S.1
  • 39
    • 5844360081 scopus 로고
    • Decay of the running state in Josephson junctions: Preliminary experimental results
    • Christiano, R. and P. Silvestrini. “Decay of the running state in Josephson junctions: Preliminary experimental results." Phys. Lett. A, 133 (2), 347 (1988).
    • (1988) Phys. Lett. A , vol.133 , Issue.2 , pp. 347
    • Christiano, R.1    Silvestrini, P.2
  • 43
    • 0141902430 scopus 로고
    • Random diffusion-controlled reaction rates
    • Collins, F.C. and G.E. Kimball. “Random diffusion-controlled reaction rates." J. Colloid Sci., 4, 425–437 (1949).
    • (1949) J. Colloid Sci. , vol.4 , pp. 425-437
    • Collins, F.C.1    Kimball, G.E.2
  • 44
    • 0031997542 scopus 로고    scopus 로고
    • Numerical approximation for functionals of reflecting diffusion processes
    • Costantini, C., B. Pacchiarotti, and F. Sartoretto. “Numerical approximation for functionals of reflecting diffusion processes." SIAM J. Appl. Math., 58 (1), 73–102 (1998).
    • (1998) SIAM J. Appl. Math. , vol.58 , Issue.1 , pp. 73-102
    • Costantini, C.1    Pacchiarotti, B.2    Sartoretto, F.3
  • 48
    • 0001367156 scopus 로고
    • Saddle point approximations in statistics
    • Daniels, H.E. “Saddle point approximations in statistics." Ann. Math. Stat., 25, 631–650 (1954).
    • (1954) Ann. Math. Stat. , vol.25 , pp. 631-650
    • Daniels, H.E.1
  • 49
    • 0011246165 scopus 로고
    • Conditional exits for small noise diffusions
    • Day, M.V. “Conditional exits for small noise diffusions." Ann. Prob., 20, 1385–1419 (1992).
    • (1992) Ann. Prob. , vol.20 , pp. 1385-1419
    • Day, M.V.1
  • 50
    • 0011239168 scopus 로고
    • Boundary local time and small parameter exit problems with characteristic boundaries
    • Day, M.V. “Boundary local time and small parameter exit problems with characteristic boundaries." SIAM J. Math. Anal., 20, 222–248 (1989).
    • (1989) SIAM J. Math. Anal. , vol.20 , pp. 222-248
    • Day, M.V.1
  • 51
    • 0025401444 scopus 로고
    • Large deviations results for the exit problem with characteristic boundary
    • Day, M.V. Large deviations results for the exit problem with characteristic boundary. J. Math. Anal. Appl., 147, 134–153 (1990).
    • (1990) J. Math. Anal. Appl. , vol.147 , pp. 134-153
    • Day, M.V.1
  • 55
    • 85067951618 scopus 로고
    • Large Deviations. Academic Press
    • Deuschel, J.D. and D.W. Stroock. Large Deviations. Academic Press, 1989.
    • (1989)
    • Deuschel, J.D.1    Stroock, D.W.2
  • 56
    • 0009040376 scopus 로고
    • The asymptotic behavior of the solution of a singularly perturbed Dirichlet problem
    • Devinatz, A. and A. Friedman. “The asymptotic behavior of the solution of a singularly perturbed Dirichlet problem." Indiana Univ. Math. J., 27 (3), 527–537 (1978).
    • (1978) Indiana Univ. Math. J. , vol.27 , Issue.3 , pp. 527-537
    • Devinatz, A.1    Friedman, A.2
  • 58
    • 0004179052 scopus 로고
    • Springer Verlag, New York
    • Doob, J.L. Measure Theory. Springer Verlag, New York, 1994.
    • (1994) Measure Theory
    • Doob, J.L.1
  • 61
    • 0022694639 scopus 로고
    • A singular perturbation approach to non-Markovian escape rate problems
    • Dygas, M.M., B.J. Matkowsky, and Z. Schuss. “A singular perturbation approach to non-Markovian escape rate problems." SIAM J. Appl. Math., 46 (2), 265–298 (1986).
    • (1986) SIAM J. Appl. Math. , vol.46 , Issue.2 , pp. 265-298
    • Dygas, M.M.1    Matkowsky, B.J.2    Schuss, Z.3
  • 64
    • 0032343366 scopus 로고    scopus 로고
    • Ionic channels in biological membranes. Electrostatic analysis of a natural nanotube
    • Eisenberg, R.S. “Ionic channels in biological membranes. Electrostatic analysis of a natural nanotube." Contemp. Phys., 39 (6), 447–466 (1998).
    • (1998) Contemp. Phys. , vol.39 , Issue.6 , pp. 447-466
    • Eisenberg, R.S.1
  • 65
    • 0033199195 scopus 로고    scopus 로고
    • From structure to function in open ionic channels
    • Eisenberg, R.S. “From structure to function in open ionic channels." J. Membrane Biol., 171, 1–24 (1999).
    • (1999) J. Membrane Biol. , vol.171 , pp. 1-24
    • Eisenberg, R.S.1
  • 66
    • 36449005611 scopus 로고
    • Diffusion as a chemical reac-tion: Stochastic trajectories between fixed concentrations
    • Eisenberg, R.S., M.M. Kłosek, and Z. Schuss. “Diffusion as a chemical reac-tion: Stochastic trajectories between fixed concentrations." J. Chem. Phys., 102 (4), 1767–1780 (1995).
    • (1995) J. Chem. Phys. , vol.102 , Issue.4 , pp. 1767-1780
    • Eisenberg, R.S.1    Kłosek, M.M.2    Schuss, Z.3
  • 67
    • 49249148612 scopus 로고
    • Stochastic (White noise) analysis of resonant absorption in laser generated plasma
    • Eliezer, B. and Z. Schuss. “Stochastic (white noise) analysis of resonant absorption in laser generated plasma." Phys. Lett. A, 70 (4), 307–310 (1979).
    • (1979) Phys. Lett. A , vol.70 , Issue.4 , pp. 307-310
    • Eliezer, B.1    Schuss, Z.2
  • 69
    • 34147128541 scopus 로고    scopus 로고
    • Reactive boundary conditions for stochastic simulations of reactionŰdiffusion processes
    • Erban, R. and J. Chapman. “Reactive boundary conditions for stochastic simulations of reactionŰdiffusion processes." Phys. Biol., 4, 16Ű-28 (2007).
    • (2007) Phys. Biol. , vol.4
    • Erban, R.1    Chapman, J.2
  • 71
    • 84966207705 scopus 로고
    • Diffusion processes in one dimension
    • Feller, W. “Diffusion processes in one dimension." Trans. AMS, 77 (1), 1–31 (1954).
    • (1954) Trans. AMS , vol.77 , Issue.1 , pp. 1-31
    • Feller, W.1
  • 73
    • 0040564425 scopus 로고
    • On a unified theory of boundary value problems for-elliptic-parabolic equations of second order
    • University of Wisconsin Press, Madison
    • Fichera, G. “On a unified theory of boundary value problems for-elliptic-parabolic equations of second order." in Boundary Value Problems in Differential Equations, University of Wisconsin Press, Madison. 1960.
    • (1960) Boundary Value Problems in Differential Equations
    • Fichera, G.1
  • 75
    • 7244229982 scopus 로고    scopus 로고
    • Some remarks on the Smoluchowski–Kramers approximation
    • Freidlin, M. “Some remarks on the Smoluchowski–Kramers approximation." J. Stat. Phys., 117 (3/4), 617–654 (2004).
    • (2004) J. Stat. Phys. , vol.117 , Issue.3-4 , pp. 617-654
    • Freidlin, M.1
  • 81
  • 83
    • 0001971785 scopus 로고
    • Grid free simulation of diffusion using random walk methods
    • Ghoniem, A.F. and F.S. Sherman. “Grid free simulation of diffusion using random walk methods." J. Comp. Phys., 61, 1–37 (1985).
    • (1985) J. Comp. Phys. , vol.61 , pp. 1-37
    • Ghoniem, A.F.1    Sherman, F.S.2
  • 86
    • 0000259956 scopus 로고
    • On transforming a certain class of stochastic processes by absolutely continuous substitution of measures
    • Girsanov, I.V. “On transforming a certain class of stochastic processes by absolutely continuous substitution of measures." Theory Probab. Appl., 5, 285–301 (1960).
    • (1960) Theory Probab. Appl. , vol.5 , pp. 285-301
    • Girsanov, I.V.1
  • 88
    • 84996131097 scopus 로고    scopus 로고
    • Euler schemes and half-space approximation for the simulation of diffusion in a domain
    • Gobet, E. “Euler schemes and half-space approximation for the simulation of diffusion in a domain." ESAIM Probab. Statist., 5, 261–297 (2001).
    • (2001) ESAIM Probab. Statist. , vol.5 , pp. 261-297
    • Gobet, E.1
  • 89
    • 36849124850 scopus 로고
    • Random walk with semiadsorbing barrier
    • Goodrich, F.C. “Random walk with semiadsorbing barrier." J. Chem. Phys., 22, 588–594 (1954).
    • (1954) J. Chem. Phys. , vol.22 , pp. 588-594
    • Goodrich, F.C.1
  • 90
    • 0002650413 scopus 로고
    • Existence of a potential for dissipative dynamical systems
    • Graham, R. and T. Tel. “Existence of a potential for dissipative dynamical systems." Phys. Rev. Lett., 52, 9–12 (1984).
    • (1984) Phys. Rev. Lett. , vol.52 , pp. 9-12
    • Graham, R.1    Tel, T.2
  • 91
    • 51149217934 scopus 로고
    • The stable states picture of chemical reactions II: Rate constants for condensed and gas phase reaction models
    • Grote, F.R. and J.T. Hynes. “The stable states picture of chemical reactions II: Rate constants for condensed and gas phase reaction models." J. Chem Phys., 73, 2715–2732 (1980).
    • (1980) J. Chem Phys. , vol.73 , pp. 2715-2732
    • Grote, F.R.1    Hynes, J.T.2
  • 92
    • 33645830161 scopus 로고
    • Reactive modes in condensed phase reactions
    • Grote, F.R. and J.T. Hynes. “Reactive modes in condensed phase reactions." J. Chem Phys., 74, 4465–4475 (1981).
    • (1981) J. Chem Phys. , vol.74 , pp. 4465-4475
    • Grote, F.R.1    Hynes, J.T.2
  • 93
    • 0001513741 scopus 로고
    • Saddle point model for atom transfer reactions in solution
    • Grote, F.R. and J.T. Hynes. “Saddle point model for atom transfer reactions in solution." J. Chem Phys., 75, 2191–2198 (1981).
    • (1981) J. Chem Phys. , vol.75 , pp. 2191-2198
    • Grote, F.R.1    Hynes, J.T.2
  • 94
    • 4243841653 scopus 로고
    • Bistability driven by weakly colored Gaussian noise: The Fokker–Planck boundary layer and mean first-passage times
    • Hagan, P.S., C.R. Doering, and C.D. Levermore. “Bistability driven by weakly colored Gaussian noise: The Fokker–Planck boundary layer and mean first-passage times." Phys. Rev. Lett., 59, 2129Ű–2132 (1987).
    • (1987) Phys. Rev. Lett. , vol.59
    • Hagan, P.S.1    Doering, C.R.2    Levermore, C.D.3
  • 95
    • 0039041411 scopus 로고
    • The distribution of exit times for weakly colored noise
    • Hagan, P.S., C.R. Doering, and C.D. Levermore. “The distribution of exit times for weakly colored noise." J. Stat. Phys., 54 (5/6), 1321–1352 (1989).
    • (1989) J. Stat. Phys. , vol.54 , Issue.5-6 , pp. 1321-1352
    • Hagan, P.S.1    Doering, C.R.2    Levermore, C.D.3
  • 96
    • 0000168421 scopus 로고
    • Mean exit times for particles driven by weakly colored noise
    • Hagan, P.S., C.R. Doering, and C.D. Levermore. “Mean exit times for particles driven by weakly colored noise." SIAM J. Appl. Math., 49 (5), 1480– 1513 (1989).
    • (1989) SIAM J. Appl. Math. , vol.49 , Issue.5 , pp. 1480-1513
    • Hagan, P.S.1    Doering, C.R.2    Levermore, C.D.3
  • 104
    • 0033884302 scopus 로고    scopus 로고
    • A grand canonical Monte-Carlo-Brownian dynamics algorithm for simulating ion channels
    • Im, B., S. Seefeld, and B. Roux. “A grand canonical Monte-Carlo-Brownian dynamics algorithm for simulating ion channels." Biophys. J., 79, 788–801 (2000).
    • (2000) Biophys. J. , vol.79 , pp. 788-801
    • Im, B.1    Seefeld, S.2    Roux, B.3
  • 105
    • 0000269609 scopus 로고
    • Large deviations of uniformly recurrent Markov additive processes
    • Iscoe, I., P. Ney, and E. Nummelin. “Large deviations of uniformly recurrent Markov additive processes." Adv. Appl. Math., 6, 373–412 (1985).
    • (1985) Adv. Appl. Math. , vol.6 , pp. 373-412
    • Iscoe, I.1    Ney, P.2    Nummelin, E.3
  • 109
    • 0001740568 scopus 로고
    • Saddle point expansions for sums of Markov dependent variables on a continuous state space
    • Jensen, J.L. “Saddle point expansions for sums of Markov dependent variables on a continuous state space." Probab. Theor. Related Fields, 89, 181– 199 (1991).
    • (1991) Probab. Theor. Related Fields , vol.89 , pp. 181-199
    • Jensen, J.L.1
  • 111
    • 36149025974 scopus 로고
    • Thermal agitation of electricity in conductors
    • Johnson, J.B. “Thermal agitation of electricity in conductors." Phys. Rev., 32, 97–109 (1928).
    • (1928) Phys. Rev. , vol.32 , pp. 97-109
    • Johnson, J.B.1
  • 112
    • 84933975027 scopus 로고
    • On equations of elliptic type and parabolic type with a small parameter in the highest derivative
    • Kamienomostskaya, S. “On equations of elliptic type and parabolic type with a small parameter in the highest derivative." Mat. Sbornik, 31 (73), 703–708 (1952).
    • (1952) Mat. Sbornik , vol.31 , Issue.73 , pp. 703-708
    • Kamienomostskaya, S.1
  • 113
    • 84931907439 scopus 로고
    • The first boundary value problem for elliptic equations containing a small parameter
    • Kamienomostskaya, S. “The first boundary value problem for elliptic equations containing a small parameter." Izv. Akad. Nauk U.S.S.R., 27 (6), 935– 360 (1955).
    • (1955) Izv. Akad. Nauk U.S.S.R. , vol.27 , Issue.6 , pp. 935-360
    • Kamienomostskaya, S.1
  • 114
    • 0011191147 scopus 로고
    • On elliptic perturbation of a first order operator with a singular point of attracting type
    • Kamin, S. “On elliptic perturbation of a first order operator with a singular point of attracting type." Indiana Univ. Math. J., 27 (6), 935–951 (1978).
    • (1978) Indiana Univ. Math. J. , vol.27 , Issue.6 , pp. 935-951
    • Kamin, S.1
  • 119
    • 0022076122 scopus 로고
    • Reliability of elastic structures driven by random loads
    • Katz, A. and Z. Schuss. “Reliability of elastic structures driven by random loads." SIAM J. Appl. Math., 45 (3), 383–402 (1985).
    • (1985) SIAM J. Appl. Math. , vol.45 , Issue.3 , pp. 383-402
    • Katz, A.1    Schuss, Z.2
  • 122
    • 0001883411 scopus 로고
    • A.M. Il’in. “On equations of Brownian motion
    • Khasminskii, R.Z. and A.M. Il’in. “On equations of Brownian motion." Theor. Probab. Appl., 9, 421–444 (1964).
    • (1964) Theor. Probab. Appl. , vol.9 , pp. 421-444
    • Khasminskii, R.Z.1
  • 123
    • 0011930330 scopus 로고
    • Molecular theory of Brownian motion in external fields
    • Kim, S. and I. Oppenheim. “Molecular theory of Brownian motion in external fields." Physica, 57, 469–482 (1972).
    • (1972) Physica , vol.57 , pp. 469-482
    • Kim, S.1    Oppenheim, I.2
  • 125
    • 22244492035 scopus 로고
    • A first passage time approach to stochastic stability of nonlinear oscillators
    • Kłosek-Dygas, M.M., B.J. Matkowsky, and Z. Schuss. “A first passage time approach to stochastic stability of nonlinear oscillators." Phys. Lett. A, 130 (1), 11–18 (1988).
    • (1988) Phys. Lett. A , vol.130 , Issue.1 , pp. 11-18
    • Kłosek-Dygas, M.M.1    Matkowsky, B.J.2    Schuss, Z.3
  • 126
  • 127
    • 21844506248 scopus 로고
    • Half-range expansions for analysis for Langevin dynamics in the high friction limit with a singular boundary condition: Non characteristic case
    • Kłosek, M.M. “Half-range expansions for analysis for Langevin dynamics in the high friction limit with a singular boundary condition: Non characteristic case." J. Stat. Phys., 79 (1/2), 313–345 (1995).
    • (1995) J. Stat. Phys. , vol.79 , Issue.1-2 , pp. 313-345
    • Kłosek, M.M.1
  • 128
    • 0039982442 scopus 로고    scopus 로고
    • Colored noise and a characteristic level crossing problem
    • Kłosek, M.M., and P.S. Hagan. “Colored noise and a characteristic level crossing problem." J. Math. Phys., 39, 931–953 (1998).
    • (1998) J. Math. Phys. , vol.39 , pp. 931-953
    • Kłosek, M.M.1    Hagan, P.S.2
  • 130
    • 0003821875 scopus 로고
    • II. Wiley, New York, 1976
    • Kleinrock, L. Queueing Systems, Vols. I, II. Wiley, New York,, 1975, 1976.
    • (1975) Queueing Systems , vol.s. I
    • Kleinrock, L.1
  • 131
    • 23244454361 scopus 로고    scopus 로고
    • The systematic derivation of higher order numerical schemes for stochastic differential equations
    • Kloeden, P.E. “The systematic derivation of higher order numerical schemes for stochastic differential equations." Milan J. Math., 70, 187Ű-207 (2002).
    • (2002) Milan J. Math. , vol.70
    • Kloeden, P.E.1
  • 133
    • 0022360954 scopus 로고
    • An asymptotic theory of large deviations for Markov jump processes
    • Knessl, C., B.J. Matkowsky, Z. Schuss, and C. Tier. “An asymptotic theory of large deviations for Markov jump processes." SIAM J. Appl. Math., 45, 1006–1028 (1985).
    • (1985) SIAM J. Appl. Math. , vol.45 , pp. 1006-1028
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 134
    • 0022737710 scopus 로고
    • Asymptotic analysis of a state dependent M/G/1 queueing system
    • Knessl, C., B.J. Matkowsky, Z. Schuss, and C. Tier. “Asymptotic analysis of a state dependent M/G/1 queueing system." SIAM J. Appl. Math., 46 (3), 483–505 (1986).
    • (1986) SIAM J. Appl. Math. , vol.46 , Issue.3 , pp. 483-505
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 135
    • 34250124127 scopus 로고
    • Boundary behavior of diffusion approximations to Markov jump processes
    • Knessl, C., B.J. Matkowsky, Z. Schuss, and C. Tier. “Boundary behavior of diffusion approximations to Markov jump processes." J. Stat. Phys., 45, 245– 266 (1986).
    • (1986) J. Stat. Phys. , vol.45 , pp. 245-266
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 136
    • 0022766823 scopus 로고
    • On the performance of state dependent single server queues
    • Knessl, C., B.J. Matkowsky, Z. Schuss, and C. Tier. “On the performance of state dependent single server queues." SIAM J. Appl. Math., 46 (4), 657–697 (1986).
    • (1986) SIAM J. Appl. Math. , vol.46 , Issue.4 , pp. 657-697
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 137
    • 0040915330 scopus 로고
    • A singular perturbations approach to first passage times for Markov jump processes
    • Knessl, C., B.J. Matkowsky, Z. Schuss, and C. Tier. “A singular perturbations approach to first passage times for Markov jump processes." J. Stat. Phys., 42, 169–184 (1986).
    • (1986) J. Stat. Phys. , vol.42 , pp. 169-184
    • Knessl, C.1    Matkowsky, B.J.2    Schuss, Z.3    Tier, C.4
  • 139
    • 0034973560 scopus 로고    scopus 로고
    • Spike-associated fast contraction of dendritic spines in cultured hippocampal neurons
    • Korkotian, E. and M. Segal. “Spike-associated fast contraction of dendritic spines in cultured hippocampal neurons." Neuron, 30 (3), 751–758 (2001).
    • (2001) Neuron , vol.30 , Issue.3 , pp. 751-758
    • Korkotian, E.1    Segal, M.2
  • 140
    • 34547275473 scopus 로고
    • Brownian motion in field of force and diffusion model of chemical reaction
    • Kramers, H.A. “Brownian motion in field of force and diffusion model of chemical reaction." Physica, 7, 284–304 (1940).
    • (1940) Physica , vol.7 , pp. 284-304
    • Kramers, H.A.1
  • 141
    • 12344271673 scopus 로고
    • Statistical-mechanical theory of irreversible processes, I
    • Kubo, R. “Statistical-mechanical theory of irreversible processes, I." J. Phys. Soc. Japan, 12, 570–586 (1957).
    • (1957) J. Phys. Soc. Japan , vol.12 , pp. 570-586
    • Kubo, R.1
  • 142
    • 9244249320 scopus 로고
    • A WKB study of fluctuations and activation in nonequilibrium dissipative steady-states
    • Kupferman, R., M. Kaiser, Z. Schuss, and E. Ben-Jacob. “A WKB study of fluctuations and activation in nonequilibrium dissipative steady-states." Phys. Rev. A, 45 (2), 745–756 (1992).
    • (1992) Phys. Rev. A , vol.45 , Issue.2 , pp. 745-756
    • Kupferman, R.1    Kaiser, M.2    Schuss, Z.3    Ben-Jacob, E.4
  • 143
    • 0019916268 scopus 로고
    • A cautionary note on the use of singular perturbation methods for small-noise models
    • Kushner, H.J. “A cautionary note on the use of singular perturbation methods for small-noise models." Stochastics, 6, 116-Ű120 (1982).
    • (1982) Stochastics , vol.6
    • Kushner, H.J.1
  • 145
    • 0000092583 scopus 로고
    • Extended Brownian dynamics. II: Reactive, non-linear diffusion
    • Lamm, G. and K. Schulten. “Extended Brownian dynamics. II: reactive, non-linear diffusion." J. Chem. Phys., 78 (5), 2713–2734 (1983).
    • (1983) J. Chem. Phys. , vol.78 , Issue.5 , pp. 2713-2734
    • Lamm, G.1    Schulten, K.2
  • 147
    • 0000937122 scopus 로고
    • Sur la théorie du mouvement Brownien
    • Langevin, P. “Sur la théorie du mouvement Brownien." C.R. Paris, 146, 530– 533 (1908).
    • (1908) C.R. Paris , vol.146 , pp. 530-533
    • Langevin, P.1
  • 149
    • 0000078650 scopus 로고
    • Euler scheme for reflected stochastic differential equations
    • Lépingle, D. “Euler scheme for reflected stochastic differential equations." Math. Comput. Simul., 38, 119–126 (1995).
    • (1995) Math. Comput. Simul. , vol.38 , pp. 119-126
    • Lépingle, D.1
  • 151
    • 0013198026 scopus 로고
    • Almost sure stability of linear stochastic systems with poisson process coefficients
    • Li, G.W. and G.L. Blankenship. “Almost sure stability of linear stochastic systems with poisson process coefficients." SIAM J. Appl. Math., 46, 875– 911 (1986).
    • (1986) SIAM J. Appl. Math. , vol.46 , pp. 875-911
    • Li, G.W.1    Blankenship, G.L.2
  • 154
    • 0016568164 scopus 로고
    • Persistence of dynamical systems under random perturbations
    • Ludwig, D. “Persistence of dynamical systems under random perturbations." SIAM Rev., 17 (4), 605–640 (1975).
    • (1975) SIAM Rev , vol.17 , Issue.4 , pp. 605-640
    • Ludwig, D.1
  • 155
    • 33748407448 scopus 로고
    • Effect of focusing and caustics on exit phenomena in systems lacking detailed balance
    • Maier, R. and D.L. Stein. “Effect of focusing and caustics on exit phenomena in systems lacking detailed balance." Phys. Rev. Lett., 71, 1783–1786 (1993).
    • (1993) Phys. Rev. Lett. , vol.71 , pp. 1783-1786
    • Maier, R.1    Stein, D.L.2
  • 156
    • 18144390105 scopus 로고
    • Escape problem for irreversible systems
    • Maier, R. and D.L. Stein. “Escape problem for irreversible systems." Phys. Rev. E, 48, 931–938 (1993).
    • (1993) Phys. Rev. E , vol.48 , pp. 931-938
    • Maier, R.1    Stein, D.L.2
  • 157
    • 4243831704 scopus 로고    scopus 로고
    • Oscillatory behavior of the rate of escape through an unstable limit cycle
    • Maier, R. and D.L. Stein. “Oscillatory behavior of the rate of escape through an unstable limit cycle." Phys. Rev. Lett., 77, 4860–4863 (1996).
    • (1996) Phys. Rev. Lett. , vol.77 , pp. 4860-4863
    • Maier, R.1    Stein, D.L.2
  • 158
    • 0030526108 scopus 로고    scopus 로고
    • A scaling theory of bifurcation in the symmetric weak-noise escape problem
    • Maier, R. and D.L. Stein. “A scaling theory of bifurcation in the symmetric weak-noise escape problem." J. Stat. Phys., 83, 291–357 (1996).
    • (1996) J. Stat. Phys. , vol.83 , pp. 291-357
    • Maier, R.1    Stein, D.L.2
  • 159
    • 0031162897 scopus 로고    scopus 로고
    • Limiting exit location distributions in the stochastic exit problem
    • Maier, R. and D.L. Stein. “Limiting exit location distributions in the stochastic exit problem." SIAM J. Appl. Math., 57, 752–790 (1997).
    • (1997) SIAM J. Appl. Math. , vol.57 , pp. 752-790
    • Maier, R.1    Stein, D.L.2
  • 162
    • 0011219713 scopus 로고
    • Probability of extinction in a stochastic compe-tition
    • Mangel, M. and D. Ludwig. “Probability of extinction in a stochastic compe-tition." SIAM J.Appl. Math., 33 (2), 256 (1977).
    • (1977) SIAM J.Appl. Math. , vol.33 , Issue.2 , pp. 256
    • Mangel, M.1    Ludwig, D.2
  • 163
    • 0043282192 scopus 로고    scopus 로고
    • Absorbing boundaries and optimal stopping in a stochastic differential equation
    • Mannella, R. “Absorbing boundaries and optimal stopping in a stochastic differential equation." Phys. Lett. A., 254 (5), 257–262 (1999).
    • (1999) Phys. Lett. A. , vol.254 , Issue.5 , pp. 257-262
    • Mannella, R.1
  • 164
    • 0036870950 scopus 로고    scopus 로고
    • Integration of stochastic differential equations on a computer
    • Mannella, R. “Integration of stochastic differential equations on a computer." Int. J. Mod. Phys. C, 13 (9), 1177–1194 (2002).
    • (2002) Int. J. Mod. Phys. C , vol.13 , Issue.9 , pp. 1177-1194
    • Mannella, R.1
  • 165
    • 0345850145 scopus 로고    scopus 로고
    • Path integral approach to the Schrödinger current
    • Marchewka, A. and Z. Schuss. “Path integral approach to the Schrödinger current." Phys. Rev. A, 61, 052107 (2000).
    • (2000) Phys. Rev. A , vol.61
    • Marchewka, A.1    Schuss, Z.2
  • 166
    • 0008966972 scopus 로고
    • A drop of ink falls from my pen … it comes to earth, I know not when
    • Marshall, T.W. and E.J. Watson. “A drop of ink falls from my pen … it comes to earth, I know not when." J. Phys. A, 18, 3531–3559 (1985).
    • (1985) J. Phys. A , vol.18 , pp. 3531-3559
    • Marshall, T.W.1    Watson, E.J.2
  • 167
    • 0000506591 scopus 로고
    • The exit problem for randomly perturbed dynamical systems
    • Matkowsky, B.J. and Z. Schuss. “The exit problem for randomly perturbed dynamical systems." SIAM J. Appl. Math., 33, 365–382 (1977).
    • (1977) SIAM J. Appl. Math. , vol.33 , pp. 365-382
    • Matkowsky, B.J.1    Schuss, Z.2
  • 168
    • 0019551043 scopus 로고
    • Eigenvalues of the Fokker–Planck operator and the approach to equilibrium in potential fields
    • Matkowsky, B.J. and Z. Schuss. “Eigenvalues of the Fokker–Planck operator and the approach to equilibrium in potential fields." SIAM J. Appl. Math., 40, 242–252 (1981).
    • (1981) SIAM J. Appl. Math. , vol.40 , pp. 242-252
    • Matkowsky, B.J.1    Schuss, Z.2
  • 169
    • 0020807588 scopus 로고
    • Diffusion across characteristic boundaries with critical points
    • Matkowsky, B.J., Z. Schuss, and C. Tier. “Diffusion across characteristic boundaries with critical points." SIAM J. Appl. Math., 43, 673–695 (1983).
    • (1983) SIAM J. Appl. Math. , vol.43 , pp. 673-695
    • Matkowsky, B.J.1    Schuss, Z.2    Tier, C.3
  • 170
    • 0002927899 scopus 로고
    • Molecular theory of Brownian motion
    • Mazur, P. and I. Oppenheim. “Molecular theory of Brownian motion." Physica, 50, 241–258 (1970).
    • (1970) Physica , vol.50 , pp. 241-258
    • Mazur, P.1    Oppenheim, I.2
  • 172
    • 36549101835 scopus 로고
    • Theory of activated rate processes: Exact solution of the Kramers problem
    • Mel’nikov, V.I. and S.V. Meshkov. “Theory of activated rate processes: Exact solution of the Kramers problem." J. Chem. Phys., 85, 1018–1027 (1986).
    • (1986) J. Chem. Phys. , vol.85 , pp. 1018-1027
    • Mel’Nikov, V.I.1    Meshkov, S.V.2
  • 173
    • 36749118190 scopus 로고
    • Quantum-mechanical transition state theory and a new semi-classical model for reaction rate constants
    • Miller, W.H. “Quantum-mechanical transition state theory and a new semi-classical model for reaction rate constants." J. Chem. Phys., 61, 1823–1834 (1974).
    • (1974) J. Chem. Phys. , vol.61 , pp. 1823-1834
    • Miller, W.H.1
  • 174
    • 0000532550 scopus 로고
    • A method of second-order accuracy integration of stochastic differential equations
    • Milshtein, G.N. “A method of second-order accuracy integration of stochastic differential equations." Theor. Probab. Appl., 23, 396–401 (1976).
    • (1976) Theor. Probab. Appl. , vol.23 , pp. 396-401
    • Milshtein, G.N.1
  • 176
    • 34547554487 scopus 로고    scopus 로고
    • Reactions on cell membranes: Comparison of continuum theory and Brownian dynamics simulations
    • Monine, M.I. and J.M. Haugh. “Reactions on cell membranes: Comparison of continuum theory and Brownian dynamics simulations." J. Chem. Phys., 123, 074908 (2005).
    • (2005) J. Chem. Phys. , vol.123
    • Monine, M.I.1    Haugh, J.M.2
  • 177
    • 0000514837 scopus 로고
    • Transport, collective motion, and Brownian motion
    • Mori, H. “Transport, collective motion, and Brownian motion." Prog. Theor. Phys., 33, 423–454 (1965).
    • (1965) Prog. Theor. Phys. , vol.33 , pp. 423-454
    • Mori, H.1
  • 179
    • 0036251313 scopus 로고    scopus 로고
    • The stationary arrival process of dif-fusing particles from a continuum to an absorbing boundary is Poissonian
    • Nadler, B., T. Naeh, and Z. Schuss. “The stationary arrival process of dif-fusing particles from a continuum to an absorbing boundary is Poissonian." SIAM J. Appl. Math., 62 (2), 433–447 (2002).
    • (2002) SIAM J. Appl. Math. , vol.62 , Issue.2 , pp. 433-447
    • Nadler, B.1    Naeh, T.2    Schuss, Z.3
  • 180
    • 0038165965 scopus 로고    scopus 로고
    • Connecting a discrete ionic simulation to a continuum
    • Nadler, B., T. Naeh, and Z. Schuss. “Connecting a discrete ionic simulation to a continuum." SIAM J. Appl. Math., 63 (3), 850–873 (2003).
    • (2003) SIAM J. Appl. Math. , vol.63 , Issue.3 , pp. 850-873
    • Nadler, B.1    Naeh, T.2    Schuss, Z.3
  • 181
    • 0009085027 scopus 로고    scopus 로고
    • Ph.D. dissertation, Department of Mathematics. Tel-Aviv University, Israel
    • Naeh, T. Simulation of Ionic Solutions. Ph.D. dissertation, Department of Mathematics. Tel-Aviv University, Israel, 2001.
    • (2001) Simulation of Ionic Solutions
    • Naeh, T.1
  • 186
    • 85067924856 scopus 로고
    • Multidimensional barrier crossing
    • Activated Barrier Crossings, G.R. Fleming and P. Hänggi, Editors
    • Nitzan, A. and Z. Schuss. “Multidimensional barrier crossing." in Activated Barrier Crossings, G.R. Fleming and P. Hänggi, Editors. World Scientific, Singapore, 1993.
    • (1993) World Scientific, Singapore
    • Nitzan, A.1    Schuss, Z.2
  • 188
    • 0035850347 scopus 로고    scopus 로고
    • Ion accumu-lation in a biological calcium channel: Effects of solvent and confining pressure
    • Nonner, W., D. Gillespie, D. Henderson, and R.S. Eisenberg. “Ion accumu-lation in a biological calcium channel: Effects of solvent and confining pressure." J. Ph. Chem. B, 105, 6427–6436 (2001).
    • (2001) J. Ph. Chem. B , vol.105 , pp. 6427-6436
    • Nonner, W.1    Gillespie, D.2    Henderson, D.3    Eisenberg, R.S.4
  • 189
    • 0031956843 scopus 로고    scopus 로고
    • Anomalous mole fraction effect, electrostatics, and binding in ionic channels
    • Nonner, W., D.P. Chen, and R.S. Eisenberg. “Anomalous mole fraction effect, electrostatics, and binding in ionic channels." Biophys. J., 74, 2327–2334 (1998).
    • (1998) Biophys. J. , vol.74 , pp. 2327-2334
    • Nonner, W.1    Chen, D.P.2    Eisenberg, R.S.3
  • 190
    • 0033799032 scopus 로고    scopus 로고
    • Binding and selectivity in l-type ca channels: A mean spherical approximation
    • Nonner, W., L. Catacuzzeno, and R.S. Eisenberg. “Binding and selectivity in l-type ca channels: A mean spherical approximation." Biophys. J., 79, 1976– 1992 (2000).
    • (2000) Biophys. J. , vol.79 , pp. 1976-1992
    • Nonner, W.1    Catacuzzeno, L.2    Eisenberg, R.S.3
  • 191
    • 0031682987 scopus 로고    scopus 로고
    • Ion permeation and glutamate residues linked by Poisson–Nernst–Planck theory in L-type calcium channels
    • Nonner, W. and R.S. Eisenberg. “Ion permeation and glutamate residues linked by Poisson–Nernst–Planck theory in L-type calcium channels." Bio-phys. J., 75, 1287–1305 (1998).
    • (1998) Bio-Phys. J. , vol.75 , pp. 1287-1305
    • Nonner, W.1    Eisenberg, R.S.2
  • 192
    • 36149010109 scopus 로고
    • Thermal agitation of electric charge in conductors
    • Nyquist, H. “Thermal agitation of electric charge in conductors." Phys. Rev., 32, 110Ű113 (1928).
    • (1928) Phys. Rev. , vol.32 , pp. 110Ű113
    • Nyquist, H.1
  • 198
    • 0001110616 scopus 로고
    • Note on random functions
    • Paley, R.N., N. Wiener, and A. Zygmund. “Note on random functions." Math. Z., 37, 647–668 (1933).
    • (1933) Math. Z. , vol.37 , pp. 647-668
    • Paley, R.N.1    Wiener, N.2    Zygmund, A.3
  • 200
    • 0000211913 scopus 로고
    • L’agitation moléculaire et le mouvement Brownien
    • Perrin, J. “L’agitation moléculaire et le mouvement Brownien." C.R. Paris, 146, 967–970 (1908).
    • (1908) C.R. Paris , vol.146 , pp. 967-970
    • Perrin, J.1
  • 201
    • 37649026611 scopus 로고    scopus 로고
    • Efficient Brownian dynamics simulation of particles near walls. I: Reflecting and absorbing walls
    • Peters, E.A.J.F. and Th.M.A.O.M. Barenbrug. “Efficient Brownian dynamics simulation of particles near walls. I: Reflecting and absorbing walls." Phys. Rev. E, 66, 056701 (2002).
    • (2002) Phys. Rev. E , vol.66 , Issue.56701
    • Peters, E.A.J.F.1    Barenbrug, T.M.A.O.M.2
  • 202
    • 0037949126 scopus 로고    scopus 로고
    • Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small punc-ture
    • Pinsky, R.G. “Asymptotics of the principal eigenvalue and expected hitting time for positive recurrent elliptic operators in a domain with a small punc-ture." J. Funct. Anal., 200 (1), 177–197 (2003).
    • (2003) J. Funct. Anal. , vol.200 , Issue.1 , pp. 177-197
    • Pinsky, R.G.1
  • 205
    • 21544448810 scopus 로고
    • Currents induced by electron motion
    • Ramo, S. “Currents induced by electron motion." Proc. IRE., 9, 584–585 (1939).
    • (1939) Proc. IRE. , Issue.9 , pp. 584-585
    • Ramo, S.1
  • 209
    • 0000699716 scopus 로고
    • Statistical dynamics of simple cubic lattices. Model for the study of Brownian motion
    • Rubin, R.J. “Statistical dynamics of simple cubic lattices. model for the study of Brownian motion." J. Math. Phys., 1, 309–318 (1960).
    • (1960) J. Math. Phys. , vol.1 , pp. 309-318
    • Rubin, R.J.1
  • 210
    • 0017921304 scopus 로고
    • Theory of phase tracking systems of arbitrary order
    • Ryter, D. and H. Meyr. “Theory of phase tracking systems of arbitrary order." IEEE Trans. Inf. Theor., IT-24, 1–7 (1978).
    • (1978) IEEE Trans. Inf. Theor., IT , vol.24 , pp. 1-7
    • Ryter, D.1    Meyr, H.2
  • 212
    • 18544408917 scopus 로고    scopus 로고
    • Boundary conditions and trajectories of diffusion pro-cesses
    • Schumaker, M. “Boundary conditions and trajectories of diffusion pro-cesses." J. Chem. Phys., 117, 2469–2473 (2002).
    • (2002) J. Chem. Phys. , vol.117 , pp. 2469-2473
    • Schumaker, M.1
  • 214
    • 85067940625 scopus 로고    scopus 로고
    • Brownian Dynamics and Simulations
    • Schuss, Z. Brownian Dynamics and Simulations. Preprint, 2009.
    • (2009) Preprint
    • Schuss, Z.1
  • 215
    • 85067987275 scopus 로고    scopus 로고
    • Optimal Phase Tracking
    • Schuss, Z. Optimal Phase Tracking. Preprint, 2009.
    • (2009) Preprint
    • Schuss, Z.1
  • 216
    • 0032153748 scopus 로고    scopus 로고
    • Where is the exit point?
    • Schuss, Z. and A. Spivak. “Where is the exit point?" Chem. Phys., 235, 227– 242 (1998).
    • (1998) Chem. Phys. , vol.235 , pp. 227-242
    • Schuss, Z.1    Spivak, A.2
  • 217
    • 0036588757 scopus 로고    scopus 로고
    • The exit distribution on the stochastic separatrix in Kramers’ exit problem
    • Schuss, Z. and A. Spivak. “The exit distribution on the stochastic separatrix in Kramers’ exit problem." SIAM J. Appl. Math., 62 (5), 1698–1711 (2002).
    • (2002) SIAM J. Appl. Math. , vol.62 , Issue.5 , pp. 1698-1711
    • Schuss, Z.1    Spivak, A.2
  • 218
    • 0018478697 scopus 로고
    • The exit problem: A new approach to diffusion across potential barriers
    • Schuss, Z. and B.J. Matkowsky. “The exit problem: A new approach to diffusion across potential barriers." SIAM J. Appl. Math., 35 (3), 604–623 (1979).
    • (1979) SIAM J. Appl. Math. , vol.35 , Issue.3 , pp. 604-623
    • Schuss, Z.1    Matkowsky, B.J.2
  • 219
    • 0035441903 scopus 로고    scopus 로고
    • Derivation of PNP equations in bath and channel from a molecular model
    • Schuss, Z., B. Nadler, and R.S. Eisenberg. “Derivation of PNP equations in bath and channel from a molecular model." Phys. Rev. E, 64, (2-3), 036116– 1–036116–14, 2001.
    • (2001) Phys. Rev. E , vol.64 , Issue.2-3 , pp. 036116-36121
    • Schuss, Z.1    Nadler, B.2    Eisenberg, R.S.3
  • 220
    • 36849131315 scopus 로고
    • Currents to conductors induced by moving point charge
    • Shockley, W. “Currents to conductors induced by moving point charge." J. Appl. Phys., 9, 635–636 (1938).
    • (1938) J. Appl. Phys. , vol.9 , pp. 635-636
    • Shockley, W.1
  • 222
    • 41349105786 scopus 로고    scopus 로고
    • Brownian simulations and unidirectional flux in diffusion
    • Singer, A. and Z. Schuss. “Brownian simulations and unidirectional flux in diffusion." Phys. Rev. E, 71, 026115 (2005).
    • (2005) Phys. Rev. E , vol.71
    • Singer, A.1    Schuss, Z.2
  • 224
    • 0001379748 scopus 로고
    • Stochastic equations for diffusion processes in a bounded region
    • Skorokhod, A.V. “Stochastic equations for diffusion processes in a bounded region." Theor. Probab. Appl., 6 (3), 264–274 (1961).
    • (1961) Theor. Probab. Appl. , vol.6 , Issue.3 , pp. 264-274
    • Skorokhod, A.V.1
  • 225
    • 0017916231 scopus 로고
    • Stabilization of bilinear control systems with application in nonconservative problems in elasticity
    • Slemrod, M. “Stabilization of bilinear control systems with application in nonconservative problems in elasticity." SIAM J. Control Opt., 16, 131–141 (1978).
    • (1978) SIAM J. Control Opt. , vol.16 , pp. 131-141
    • Slemrod, M.1
  • 226
    • 0000673265 scopus 로고
    • Studien über Molekularstatistik von Emulsionen und deren Zusammenhang mit der Brown’schen Bewegung
    • Smoluchowski, M. von. “Studien über Molekularstatistik von Emulsionen und deren Zusammenhang mit der Brown’schen Bewegung." Wien. Ber., 123, 2381–2405 (1914).
    • (1914) Wien. Ber. , vol.123 , pp. 2381-2405
    • Smoluchowskivon., M.1
  • 227
    • 0001138912 scopus 로고
    • Drei Vorträge über Diffusion, Brownsche Bewegung und Koagulation von Kolloidteilchen
    • Smoluchowski, M. von. Drei Vorträge über Diffusion, Brownsche Bewegung und Koagulation von Kolloidteilchen." Phys. Zeits., 17, 557 (1916).
    • (1916) Phys. Zeits. , vol.17 , pp. 557
    • Smoluchowskivon., M.1
  • 230
    • 1942519782 scopus 로고    scopus 로고
    • Finite element solution of the steady-state Smoluchowski equation for rate constant calculations
    • Song, Y., Y. Zhang, T. Shen, C.L. Bajaj, J.A. McCammon, and N.A. Baker. “Finite element solution of the steady-state Smoluchowski equation for rate constant calculations." Biophys. J., 86, 2017–2029 (2004).
    • (2004) Biophys. J. , vol.86 , pp. 2017-2029
    • Song, Y.1    Zhang, Y.2    Shen, T.3    Bajaj, C.L.4    McCammon, J.A.5    Baker, N.A.6
  • 231
    • 84927465241 scopus 로고
    • Some theorems concerning 2-dimensional Brownian motion
    • Spitzer, F. “Some theorems concerning 2-dimensional Brownian motion." Trans. AMS 87, 187–197 (1958).
    • (1958) Trans. AMS , vol.87 , pp. 187-197
    • Spitzer, F.1
  • 235
    • 0001472707 scopus 로고
    • A dynamical theory of diffusion for non-electrolytes and the molecular mass of albumin
    • Sutherland, W. “A dynamical theory of diffusion for non-electrolytes and the molecular mass of albumin." Philos. Mag., 9 (5), 781–785 (1905).
    • (1905) Philos. Mag. , vol.9 , Issue.5 , pp. 781-785
    • Sutherland, W.1
  • 236
    • 0005352298 scopus 로고
    • Über die Eigenbewegung der Teilchen in kolloidalen Lösungen I
    • Svedberg, T. “Über die Eigenbewegung der Teilchen in kolloidalen Lösungen I." Z. Elektrochem. Angewandte Phys. Chem., 12, 853–860 (1906).
    • (1906) Z. Elektrochem. Angewandte Phys. Chem. , vol.12 , pp. 853-860
    • Svedberg, T.1
  • 237
    • 85013459889 scopus 로고
    • Nachweis der von der kinetischen Theorie Geforderten Bewe-gung gelöster Moleküle
    • Svedberg, T. Nachweis der von der kinetischen Theorie Geforderten Bewe-gung gelöster Moleküle." Zeits. f. physik Chemie, 74, 738 (1910).
    • (1910) Zeits. F. Physik Chemie , vol.74 , Issue.738
    • Svedberg, T.1
  • 238
    • 0242579352 scopus 로고    scopus 로고
    • Boundary conditions for stochastic solutions of the convection-diffusion equation
    • Szymczak, P. and A.J.C. Ladd. “Boundary conditions for stochastic solutions of the convection-diffusion equation." Phys. Rev. E, 68, 036704 (2003).
    • (2003) Phys. Rev. E , vol.68
    • Szymczak, P.1    Ladd, A.J.C.2
  • 239
    • 0037381791 scopus 로고    scopus 로고
    • Finite element simulations of acetylcholine diffusion in neuro-muscular junctions
    • Tai, K., S.D. Bond, H.R. MacMillan, N.A. Baker, M.J. Holst, and J.A. Mc-Cammon. “Finite element simulations of acetylcholine diffusion in neuro-muscular junctions." Biophys. J., 84, 2234Ű–2241 (2003).
    • (2003) Biophys. J. , vol.84
    • Tai, K.1    Bond, S.D.2    Macmillan, H.R.3    Baker, N.A.4    Holst, M.J.5    Mc-Cammon, J.A.6
  • 240
    • 36749111831 scopus 로고
    • Theory of thermal unimolecular reactions at low pressures: I. Solutions of the master equation
    • Troe, J. “Theory of thermal unimolecular reactions at low pressures: I. Solutions of the master equation." J. Chem. Phys., 66, 4745–4757 (1977).
    • (1977) J. Chem. Phys. , vol.66 , pp. 4745-4757
    • Troe, J.1
  • 245
    • 0016034698 scopus 로고
    • On the application of Lyapunov’s direct method to linear lumped-parameter elastic systems
    • Walker, J.A. “On the application of Lyapunov’s direct method to linear lumped-parameter elastic systems." J. Appl. Mech., 41, 278–284 (1974).
    • (1974) J. Appl. Mech. , vol.41 , pp. 278-284
    • Walker, J.A.1
  • 246
    • 0344929464 scopus 로고
    • Die Veranderungsgeschwindigkeit der lokalen Teilchenkonzentration in Kolloiden Systemen, I
    • Westgren, A. “Die Veranderungsgeschwindigkeit der lokalen Teilchenkonzentration in Kolloiden Systemen, I." Arkiv for Matematik, Astronomi, och Fysik, 11 (14), 1–24 (1916).
    • (1916) Arkiv for Matematik, Astronomi, Och Fysik , vol.11 , Issue.14 , pp. 1-24
    • Westgren, A.1
  • 247
    • 0344929464 scopus 로고
    • Die Veranderungsgeschwindigkeit der lokalen Teilchenkonzentration in Kolloiden Systemen, II
    • Westgren, A. “Die Veranderungsgeschwindigkeit der lokalen Teilchenkonzentration in Kolloiden Systemen, II." Arkiv for Matematik, Astronomi, och Fysik, 13 (14), 1–18 (1918).
    • (1918) Arkiv for Matematik, Astronomi, Och Fysik , vol.13 , Issue.14 , pp. 1-18
    • Westgren, A.1
  • 248
    • 85040136095 scopus 로고
    • Differential space
    • Wiener, N. “Differential space." J. Math. Phys., 2, 131–174 (1923).
    • (1923) J. Math. Phys. , vol.2 , pp. 131-174
    • Wiener, N.1
  • 250
    • 0001210692 scopus 로고
    • Power spectra and spatial pattern dynamics of a ring laser
    • Yu, A.W., G.P. Agrawal, and R. Roy. “Power spectra and spatial pattern dynamics of a ring laser,." J. Stat. Phys., 54, 1223 (1989).
    • (1989) J. Stat. Phys. , vol.54 , pp. 1223
    • Yu, A.W.1    Agrawal, G.P.2    Roy, R.3
  • 251
    • 0003737628 scopus 로고    scopus 로고
    • Partial Differential Equations of Applied Mathematics. Pure and Applied Mathematics
    • 3rd edition. Wiley, New York
    • Zauderer, E. Partial Differential Equations of Applied Mathematics. Pure and Applied Mathematics: A Wiley-Interscience Series of Texts, Monographs and Tracts, 3rd edition. Wiley, New York, 2006.
    • (2006) A Wiley-Interscience Series of Texts, Monographs and Tracts
    • Zauderer, E.1
  • 253
    • 18844402460 scopus 로고
    • Nonlinear generalized Langevin equations
    • Zwanzig, R. “Nonlinear generalized Langevin equations." J. Stat. Phys., 9, 215–220 (1973).
    • (1973) J. Stat. Phys. , vol.9 , pp. 215-220
    • Zwanzig, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.