Asymptotic Analysis for Functional Stochastic Differential Equations Paperback / softback
by Jianhai Bao, George Yin, Chenggui Yuan
Part of the SpringerBriefs in Mathematics series
Paperback / softback
Description
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.
Information
-
Item not Available
- Format:Paperback / softback
- Pages:151 pages, XVI, 151 p.
- Publisher:Springer International Publishing AG
- Publication Date:30/11/2016
- Category:
- ISBN:9783319469782
Other Formats
- PDF from £38.24
Information
-
Item not Available
- Format:Paperback / softback
- Pages:151 pages, XVI, 151 p.
- Publisher:Springer International Publishing AG
- Publication Date:30/11/2016
- Category:
- ISBN:9783319469782
