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eBook Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs) ePub

eBook Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs) ePub

by A. V. Skorokhod

  • ISBN: 0821845314
  • Category: Mathematics
  • Subcategory: Math Science
  • Author: A. V. Skorokhod
  • Language: English
  • Publisher: Amer Mathematical Society (September 1, 1989)
  • Pages: 339
  • ePub book: 1178 kb
  • Fb2 book: 1398 kb
  • Other: lrf lrf txt rtf
  • Rating: 4.3
  • Votes: 349

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Электронная книга "Asymptotic Methods in the Theory of Stochastic Differential Equations", A. V. Skorokhod.

Электронная книга "Asymptotic Methods in the Theory of Stochastic Differential Equations", A. Эту книгу можно прочитать в Google Play Книгах на компьютере, а также на устройствах Android и iOS. Выделяйте текст, добавляйте закладки и делайте заметки, скачав книгу "Asymptotic Methods in the Theory of Stochastic Differential Equations" для чтения в офлайн-режиме.

The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not . The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations.

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 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.

The author's 1982 monograph on stochastic differential equations, written with Iosif Il'ich Gikhman, did not include a. .

The author's 1982 monograph on stochastic differential equations, written with Iosif Il'ich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating 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. Lists with This Book.

A stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs are used to model various phenomena such as unstable stock prices or physical systems subject to thermal fluctuations. Typically, SDEs contain a variable which represents random white noise calculated as the derivative of Brownian motion or the Wiener process.

oceedings{ICMI, title {ASYMPTOTIC METHODS IN THE THEORY OF.Robust stability and controllability of stochastic differential delay equations with Markovian switching. Chenggui Yuan, Xuerong Mao. Automatica.

oceedings{ICMI, title {ASYMPTOTIC METHODS IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS}, author {David Elworthy}, year {1992} }. David Elworthy.

Principles of the theory of stochastic differential equations. Brownian Motion [Russian translation

Principles of the theory of stochastic differential equations. Brownian Motion [Russian translation. This book is devoted to the approximate asymptotic methods of solving the problems in the theory of nonlinear oscillations met in many fields of physics and engineering. It is intended for the wide circle of l and scientific workers who are concerned with oscillatory processes. Contents include the following: Natural oscillations in quasi-linear systems; The method of the phase plane; The influence of external periodic forces; The method of the mean; Justification of the asymptotic methods.

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Stochastic Differential Equations with Multi-Markovian Switching. Meng Liu1 and Ke Wang2. 1School of Mathematical Science, Huaiyin Normal University, Huai'an 223300, China 2Department of Mathematics, Harbin Institute of Technology, Weihai 264209, China. Received 31 August 2012; Revised 2 March 2013; Accepted 5 March 2013.

Markov Process Stochastic Differential Equation Asymptotic Method Ukrainian Academy Random Force. N. Bogolyubov and Yu. A. Mitropol’skii, Asymptotic Methods in the Theory of Nonlinear Oscillations, Nauka, Moscow (1963). These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves. Translated from Neliniini Kolyvannya, Vol. 10, No. 4, pp. 510–518, October–December, 2007. 2. Yu. Mitropol’skii, Averaging Method in Nonlinear Mechanics, Naukova Dumka, Kiev (1971).

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 Il'ich 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.