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Asymptotic Analysis for Functional Stochastic Differential Equations

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Asymptotic Analysis for Functional Stochastic Differential Equations Jianhai Bao
Libristo kod: 14133165
Nakladnici Springer International Publishing AG, studeni 2016
This brief treats dynamical systems that involve delays and random disturbances. The study is motiva... Cijeli opis
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This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.
This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.

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Informacije o knjizi

Puni naziv Asymptotic Analysis for Functional Stochastic Differential Equations
Autor Jianhai Bao, George Yin, Chenggui Yuan
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2016
Broj stranica 151
EAN 9783319469782
ISBN 3319469789
Libristo kod 14133165
Nakladnici Springer International Publishing AG
Težina 2642
Dimenzije 155 x 235 x 15

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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