Asymptotic Methods In The Theory Of Stochastic Differential Equations


Asymptotic Methods In The Theory Of Stochastic Differential Equations
Author: Anatoliĭ Vladimirovich Skorokhod
Publisher: American Mathematical Soc.
ISBN: 9780821845318
Size: 62.51 MB
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Asymptotic Methods In The Theory Of Stochastic Differential Equations

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Asymptotic Methods in the Theory of Stochastic Differential Equations
Language: en
Pages: 339
Authors: Anatoliĭ Vladimirovich Skorokhod
Categories: Mathematics
Type: BOOK - Published: 1989 - Publisher: American Mathematical Soc.
Books about Asymptotic Methods in the Theory of Stochastic Differential Equations
Asymptotic Methods in the Theory of Stochastic Differential Equations
Language: en
Pages: 339
Authors: A. V. Skorokhod
Categories: Mathematics
Type: BOOK - Published: 2009-01-07 - Publisher: American Mathematical Soc.
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
Ukrainskiĭ matematicheskiĭ zhurnal
Language: uk
Pages:
Authors: A. V. Skorokhod
Categories: Mathematics
Type: BOOK - Published: 2008 - Publisher:
Books about Ukrainskiĭ matematicheskiĭ zhurnal
Ukraïnsʹkyĭ matematychnyĭ z͡hurnal
Language: ru
Pages:
Authors: A. V. Skorokhod
Categories: Mathematics
Type: BOOK - Published: 2000 - Publisher:
Books about Ukraïnsʹkyĭ matematychnyĭ z͡hurnal
Theory and Applications of Stochastic Processes
Language: en
Pages: 468
Authors: Zeev Schuss
Categories: Mathematics
Type: BOOK - Published: 2009-12-09 - Publisher: Springer Science & Business Media
Stochastic processes and diffusion theory are the mathematical underpinnings of many scientific disciplines, including statistical physics, physical chemistry, molecular biophysics, communications theory and many more. Many books, reviews and research articles have been published on this topic, from the purely mathematical to the most practical. This book offers an analytical
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Language: en
Pages: 240
Authors: Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura
Categories: Mathematics
Type: BOOK - Published: 2020-04-29 - Publisher: Springer Nature
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
Semilinear Stochastic Differential Equations in Hilbert Spaces Driven by Non-gaussian Noise and Their Asymptotic Properties
Language: en
Pages: 146
Authors: Li Wang
Categories: Electronic dissertations
Type: BOOK - Published: 2005 - Publisher:
Books about Semilinear Stochastic Differential Equations in Hilbert Spaces Driven by Non-gaussian Noise and Their Asymptotic Properties
Skorokhod's Ideas in Probability Theory
Language: en
Pages: 333
Authors: Vladimir Semenovich Koroli︠u︡k, Nikolaĭ Ivanovich Portenko, Halyna Mykolaïvna Syta
Categories: Encyclopaedia of mathematical sciences
Type: BOOK - Published: 2000 - Publisher:
Books about Skorokhod's Ideas in Probability Theory
Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations
Language: en
Pages: 324
Authors: Anatoliy M Samoilenko, Oleksandr Stanzhytskyi
Categories: Mathematics
Type: BOOK - Published: 2011-06-07 - Publisher: World Scientific
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 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,
IX Mezhdunarodnai︠a︡ konferent︠s︡ii︠a︡ po nelineĭnym kolebanii︠a︡m: Kachestvennye metody teorii nelineĭnykh kolebaniĭ
Language: ru
Pages:
Authors: Anatoliy M Samoilenko, Oleksandr Stanzhytskyi
Categories: Differential equations, Nonlinear
Type: BOOK - Published: 1984 - Publisher:
Books about IX Mezhdunarodnai︠a︡ konferent︠s︡ii︠a︡ po nelineĭnym kolebanii︠a︡m: Kachestvennye metody teorii nelineĭnykh kolebaniĭ