Asymptotic Methods In The Theory Of Stochastic Differential Equations PDF Download
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Author | : Anatoliĭ Vladimirovich Skorokhod |
Publisher | : Amer Mathematical Society |
Total Pages | : 339 |
Release | : 1989 |
Genre | : Mathematics |
ISBN | : 9780821845318 |
Download Asymptotic Methods in the Theory of Stochastic Differential Equations Book in PDF, ePub and Kindle
Author | : A. V. Skorokhod |
Publisher | : American Mathematical Soc. |
Total Pages | : 339 |
Release | : 2009-01-07 |
Genre | : Mathematics |
ISBN | : 9780821846865 |
Download Asymptotic Methods in the Theory of Stochastic Differential Equations Book in PDF, ePub and Kindle
Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.
Author | : A. V. Skorokhod |
Publisher | : American Mathematical Soc. |
Total Pages | : 362 |
Release | : 2009-01-07 |
Genre | : Mathematics |
ISBN | : 9780821898253 |
Download Asymptotic Methods in the Theory of Stochastic Differential Equations Book in PDF, ePub and Kindle
Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergodic theorems for one-dimensional stochastic equations Ergodic theorems for solutions of stochastic equations in $R^d$ Asymptotic behavior of systems of stochastic equations containing a small parameter: Equations with a small right-hand side Processes with rapid switching Averaging over variables for systems of stochastic differential equations Stability. Linear systems: Stability of sample paths of homogeneous Markov processes Linear equations in $R^d$ and the stochastic semigroups connected with them. Stability Stability of solutions of stochastic differential equations Linear stochastic equations in Hilbert space. Stochastic semigroups. Stability: Linear equations with bounded coefficients Strong stochastic semigroups with second moments Stability Bibliography
Author | : Grigorij Kulinich |
Publisher | : Springer Nature |
Total Pages | : 240 |
Release | : 2020-04-29 |
Genre | : Mathematics |
ISBN | : 3030412911 |
Download Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations Book in PDF, ePub and Kindle
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.
Author | : Anatoli? Mikha?lovich Samo?lenko |
Publisher | : World Scientific |
Total Pages | : 323 |
Release | : 2011 |
Genre | : Mathematics |
ISBN | : 9814329061 |
Download Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations Book in PDF, ePub and Kindle
Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.
Author | : R. B. White |
Publisher | : World Scientific |
Total Pages | : 430 |
Release | : 2010 |
Genre | : Mathematics |
ISBN | : 1848166079 |
Download Asymptotic Analysis of Differential Equations Book in PDF, ePub and Kindle
"This is a useful volume in which a wide selection of asymptotic techniques is clearly presented in a form suitable for both applied mathematicians and Physicists who require an introduction to asymptotic techniques." --Book Jacket.
Author | : Stepan Fedorovič Feščenko |
Publisher | : |
Total Pages | : 0 |
Release | : 1967 |
Genre | : Asymptotic expansions |
ISBN | : |
Download Asymptotic Methods in the Theory of Linear Differential Equations Book in PDF, ePub and Kindle
Author | : Jianhai Bao |
Publisher | : Springer |
Total Pages | : 159 |
Release | : 2016-11-19 |
Genre | : Mathematics |
ISBN | : 3319469797 |
Download Asymptotic Analysis for Functional Stochastic Differential Equations Book in PDF, ePub and Kindle
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.
Author | : Nikolaĭ Nikolaevich Bogoli︠u︡bov |
Publisher | : CRC Press |
Total Pages | : 556 |
Release | : 1961 |
Genre | : Science |
ISBN | : 9780677200507 |
Download Asymptotic Methods in the Theory of Non-linear Oscillations Book in PDF, ePub and Kindle
Author | : Stepan Fedorovich Feshchenko |
Publisher | : |
Total Pages | : 268 |
Release | : 1967 |
Genre | : Asymptotic expansions |
ISBN | : |
Download Asymptotic Methods in the Theory of Linear Differential Equations Book in PDF, ePub and Kindle