Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations is popular PDF and ePub book, written by Grigorij Kulinich in 2020-04-29, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations can be Read Online from any device for your convenience.
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations Book PDF Summary
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.
Detail Book of Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations PDF
- Author : Grigorij Kulinich
- Release : 29 April 2020
- Publisher : Springer Nature
- ISBN : 9783030412913
- Genre : Mathematics
- Total Page : 240 pages
- Language : English
- PDF File Size : 21,5 Mb
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