Stochastic Differential Equations: A Dynamical Systems Approach

Name: Stochastic Differential Equations: A Dynamical Systems Approach
Brand: VDM Verlag Dr. Müller
SKU: 9783639126488
Price: 1407 CZK
Availability: InStock

Autor: Blane Hollingsworth

Jazyk:

Vazba: Brožovaná

Vydavatel: VDM Verlag Dr. Müller

Dostupnost: U nakladatele na objednávku

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The relatively new subject of stochastic differential§equations has§increasing importance in both th...

Informace o knize

Autor

Blane Hollingsworth

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2009

Stránek

136

EAN

9783639126488

Enbook ID

06821422

Vydavatel

VDM Verlag Dr. Müller

Hmotnost

219

Rozměry

150 x 220 x 8

Kompletní popis

The relatively new subject of stochastic differential§equations has§increasing importance in both theory and§applications. The subject§draws upon two main sources, probability/stochastic§processes and§differential equations/dynamical systems. There§exists a significant§``culture gap" between the corresponding research§communities. The§objective of the dissertation project is to present a§concise yet§mostly self-contained theory of stochastic§differential equations§from the differential equations/dynamical systems§point of view,§primarily incorporating semigroup theory and§functional analysis§techniques to study the solutions. Prerequisites from§probability/stochastic processes are developed as needed.§ For continuous-time stochastic§processes whose random variables are (Lebesgue)§absolutely§continuous, the Fokker-Planck equation is employed to§study the§evolution of the densities, with applications to§predator-prey§models with noisy coefficients.

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Stochastic Differential Equations: A Dynamical Systems Approach

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