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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Engelsk
Bogcover for Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations af Svitlana Kushnirenko, Yuliya Mishura, Grigorij Kulinich, 9783030412937
Specifikationer
Sprog:
Engelsk
Sider:
240
ISBN-13:
9783030412937
Indbinding:
Paperback
ISBN-10:
3030412938
Udg. Dato:
30 apr 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
30 apr 2021

Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

Engelsk
Paperback 2021
Format:

Bog beskrivelse

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. 

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Specifikationer
Sprog:
Engelsk
Sider:
240
ISBN-13:
9783030412937
Indbinding:
Paperback
ISBN-10:
3030412938
Udg. Dato:
30 apr 2021
Størrelse i cm:
23,5 x 15,5
Oplagsdato:
30 apr 2021
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