Stability Of Stochastic Differential Equations With Respect To Semimartingales

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Stochastic Differential Equations And Applications

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Author : X Mao
language : en
Publisher: Elsevier
Release Date : 2007-12-30

Stochastic Differential Equations And Applications written by X Mao and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-30 with Mathematics categories.

This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. - Has been revised and updated to cover the basic principles and applications of various types of stochastic systems - Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists

Stability Of Stochastic Differential Equations With Respect To Semimartingales

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Author : Xuerong Mao
language : en
Publisher:
Release Date : 1991

Stability Of Stochastic Differential Equations With Respect To Semimartingales written by Xuerong Mao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Mathematics categories.

International Conference On Differential Equations Berlin Germany 1 7 August 1999

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Author : Bernold Fiedler
language : en
Publisher: World Scientific
Release Date : 2000

International Conference On Differential Equations Berlin Germany 1 7 August 1999 written by Bernold Fiedler and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Differential equations categories.

This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences

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.

Differential Equations And Control Theory

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Author : Z. Deng
language : en
Publisher: CRC Press
Release Date : 2020-11-25

Differential Equations And Control Theory written by Z. Deng and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-25 with Mathematics categories.

This work presents the proceedings from the International Conference on Differential Equations and Control Theory, held recently in Wuhan, China. It provides an overview of current developments in a range of topics including dynamical systems, optimal control theory, stochastic control, chaos, fractals, wavelets and ordinary, partial, functional and stochastic differential equations.

Theory Of Hybrid Systems Deterministic And Stochastic

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Author : Mohamad S. Alwan
language : en
Publisher: Springer
Release Date : 2018-10-04

Theory Of Hybrid Systems Deterministic And Stochastic written by Mohamad S. Alwan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-04 with Technology & Engineering categories.

This book is the first to present the application of the hybrid system theory to systems with EPCA (equations with piecewise continuous arguments). The hybrid system paradigm is a valuable modeling tool for describing a wide range of real-world applications. Moreover, although new technology has produced, and continues to produce highly hierarchical sophisticated machinery that cannot be analyzed as a whole system, hybrid system representation can be used to reduce the structural complexity of these systems. That is to say, hybrid systems have become a modeling priority, which in turn has led to the creation of a promising research field with several application areas. As such, the book explores recent developments in the area of deterministic and stochastic hybrid systems using the Lyapunov and Razumikhin–Lyapunov methods to investigate the systems’ properties. It also describes properties such as stability, stabilization, reliable control, H-infinity optimal control, input-to-state stability (ISS)/stabilization, state estimation, and large-scale singularly perturbed systems.

Equadiff 99 In 2 Volumes Proceedings Of The International Conference On Differential Equations

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Author : Bernold Fiedler
language : en
Publisher: World Scientific
Release Date : 2000-09-05

Equadiff 99 In 2 Volumes Proceedings Of The International Conference On Differential Equations written by Bernold Fiedler and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-09-05 with Mathematics categories.

This book is a compilation of high quality papers focussing on five major areas of active development in the wide field of differential equations: dynamical systems, infinite dimensions, global attractors and stability, computational aspects, and applications. It is a valuable reference for researchers in diverse disciplines, ranging from mathematics through physics, engineering, chemistry, nonlinear science to the life sciences.

Handbook Of Stochastic Analysis And Applications

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Author : D. Kannan
language : en
Publisher: CRC Press
Release Date : 2001-10-23

Handbook Of Stochastic Analysis And Applications written by D. Kannan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-23 with Mathematics categories.

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications

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Author : T. E. Govindan
language : en
Publisher: Springer
Release Date : 2016-11-11

Yosida Approximations Of Stochastic Differential Equations In Infinite Dimensions And Applications written by T. E. Govindan and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-11 with Mathematics categories.

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida approximation method and justifies its power by presenting its applications in some practical topics such as stochastic stability and stochastic optimal control. The theory assimilated spans more than 35 years of mathematics, but is developed slowly and methodically in digestible pieces. The book begins with a motivational chapter that introduces the reader to several different models that play recurring roles throughout the book as the theory is unfolded, and invites readers from different disciplines to see immediately that the effort required to work through the theory that follows is worthwhile. From there, the author presents the necessary prerequisite material, and then launches the reader into the main discussion of the monograph, namely, Yosida approximations of SDEs, Yosida approximations of SDEs with Poisson jumps, and their applications. Most of the results considered in the main chapters appear for the first time in a book form, and contain illustrative examples on stochastic partial differential equations. The key steps are included in all proofs, especially the various estimates, which help the reader to get a true feel for the theory of Yosida approximations and their use. This work is intended for researchers and graduate students in mathematics specializing in probability theory and will appeal to numerical analysts, engineers, physicists and practitioners in finance who want to apply the theory of stochastic evolution equations. Since the approach is based mainly in semigroup theory, it is amenable to a wide audience including non-specialists in stochastic processes.

Semigroups Of Operators And Spectral Theory

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Author : S Kantorovitz
language : en
Publisher: CRC Press
Release Date : 1995-06-19

Semigroups Of Operators And Spectral Theory written by S Kantorovitz and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-06-19 with Mathematics categories.

This book presents some aspects of the theory of semigroups of operators, mostly from the point of view of its interaction withspectral theory. In order to make it self-contained, a concise description of the basic theory of semigroups, with complete proofs, is included in Part I. Some of the author's recent results, such as the construction of the Hille-Yosida space for general operators, the semi-simplicity manifold, and a Taylor formula for semigroups as functions of their generator, are also included in Part I. Part II describes recent generalizations (most of them in bookform for the first time), including pre-semigroups, semi-simplicity manifolds in situations more general than that considered in Part I, semigroups of unbounded symmetric operators, and an analogous result on "local cosine families" and semi-analytic vectors. It is hoped that this book will inspire more research in this field. This book will be of particular interest to graduate students and researchers working operator theory and its applications.