Asymptotic Analysis For Functional Stochastic Differential Equations
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Asymptotic Analysis For Functional Stochastic Differential Equations
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Author : Jianhai Bao
language : en
Publisher: Springer
Release Date : 2016-11-19
Asymptotic Analysis For Functional Stochastic Differential Equations written by Jianhai Bao and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-19 with Mathematics categories.
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.
Asymptotic Analysis Of Differential Equations
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Author : Roscoe B. White
language : en
Publisher: World Scientific
Release Date : 2005
Asymptotic Analysis Of Differential Equations written by Roscoe B. White and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Applied Stochastic Differential Equations
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Author : Simo Särkkä
language : en
Publisher: Cambridge University Press
Release Date : 2019-05-02
Applied Stochastic Differential Equations written by Simo Särkkä and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-02 with Business & Economics categories.
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Stochastic Differential Equations With Markovian Switching
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Author : Xuerong Mao
language : en
Publisher: Imperial College Press
Release Date : 2006
Stochastic Differential Equations With Markovian Switching written by Xuerong Mao and has been published by Imperial College Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic principles at an introductory level but emphasizes current advanced level research trends. The material takes into account all the features of Ito equations, Markovian switching, interval systems and time-lag. The theory developed is applicable in different and complicated situations in many branches of science and industry.
Markov Processes And Differential Equations
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Author : Mark I. Freidlin
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-03-28
Markov Processes And Differential Equations written by Mark I. Freidlin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-03-28 with Mathematics categories.
Probabilistic methods can be applied very successfully to a number of asymptotic problems for second-order linear and non-linear partial differential equations. Due to the close connection between the second order differential operators with a non-negative characteristic form on the one hand and Markov processes on the other, many problems in PDE's can be reformulated as problems for corresponding stochastic processes and vice versa. In the present book four classes of problems are considered: - the Dirichlet problem with a small parameter in higher derivatives for differential equations and systems - the averaging principle for stochastic processes and PDE's - homogenization in PDE's and in stochastic processes - wave front propagation for semilinear differential equations and systems. From the probabilistic point of view, the first two topics concern random perturbations of dynamical systems. The third topic, homog- enization, is a natural problem for stochastic processes as well as for PDE's. Wave fronts in semilinear PDE's are interesting examples of pattern formation in reaction-diffusion equations. The text presents new results in probability theory and their applica- tion to the above problems. Various examples help the reader to understand the effects. Prerequisites are knowledge in probability theory and in partial differential equations.
Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations
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Author : Grigorij Kulinich
language : en
Publisher: Springer Nature
Release Date : 2020-04-29
Asymptotic Analysis Of Unstable Solutions Of Stochastic Differential Equations written by Grigorij Kulinich and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-29 with Mathematics categories.
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Itô's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability.
Stochastic Partial Differential Equations
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Author : Helge Holden
language : en
Publisher: Springer Science & Business Media
Release Date : 1996-08
Stochastic Partial Differential Equations written by Helge Holden and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-08 with Mathematics categories.
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in reservoir theory and related areas. 3) The theory should be strong and efficient enough to allow us to solve th,~se SPDEs explicitly, or at least provide algorithms or approximations for the solutions.
Library Of Congress Subject Headings
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Author : Library of Congress. Office for Subject Cataloging Policy
language : en
Publisher:
Release Date : 1990
Library Of Congress Subject Headings written by Library of Congress. Office for Subject Cataloging Policy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Subject headings, Library of Congress categories.
Library Of Congress Subject Headings
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Author : Library of Congress
language : en
Publisher:
Release Date : 2013
Library Of Congress Subject Headings written by Library of Congress and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Subject headings, Library of Congress categories.
Library Of Congress Subject Headings
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Author : Library of Congress. Cataloging Policy and Support Office
language : en
Publisher:
Release Date : 2009
Library Of Congress Subject Headings written by Library of Congress. Cataloging Policy and Support Office and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Subject headings, Library of Congress categories.