Name: Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (en Inglés)
Price: 97880.00 CLP
Availability: InStock
Author: Kulinich, Grigorij ; Kushnirenko, Svitlana ; Mishura, Yuliya
ISBN: 9783030412937

portada Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (en Inglés)

Formato

Libro Físico

Autor

Editorial

Idioma

Inglés

N° páginas

240

Encuadernación

Tapa Blanda

Dimensiones

23.4 x 15.6 x 1.4 cm

Peso

0.37 kg.

ISBN13

9783030412937

Categorías

Cálculo diferencial y ecuaciones
Probabilidad y estadística

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (en Inglés)

Grigorij Kulinich (Autor) · Svitlana Kushnirenko (Autor) · Yuliya Mishura (Autor) · Springer · Tapa Blanda

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$ 97.880

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Reseña del libro "Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (en Inglés)"

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.