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Asymptotic Analysis for Functional Stochastic Differential Equations

Language EnglishEnglish
Book Paperback
Book Asymptotic Analysis for Functional Stochastic Differential Equations Jianhai Bao
Libristo code: 14133165
Publishers Springer International Publishing AG, November 2016
This brief treats dynamical systems that involve delays and random disturbances. The study is motiva... Full description
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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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About the book

Full name Asymptotic Analysis for Functional Stochastic Differential Equations
Author Jianhai Bao, George Yin, Chenggui Yuan
Language English
Binding Book - Paperback
Date of issue 2016
Number of pages 151
EAN 9783319469782
ISBN 3319469789
Libristo code 14133165
Publishers Springer International Publishing AG
Weight 2642
Dimensions 155 x 235 x 15

Categories

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