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portada Asymptotic Analysis for Functional Stochastic Differential Equations
Type
Physical Book
Author
Publisher
Language
English
Pages
151
Format
Paperback
Dimensions
23.4 x 15.6 x 0.9 cm
Weight
0.24 kg.
ISBN13
9783319469782
Categories

Asymptotic Analysis for Functional Stochastic Differential Equations

George Yin (Author) · Chenggui Yuan (Author) · Jianhai Bao (Author) · Springer · Paperback

Asymptotic Analysis for Functional Stochastic Differential Equations - Bao, Jianhai ; Yin, George ; Yuan, Chenggui

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Synopsis "Asymptotic Analysis for Functional Stochastic Differential Equations"

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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