Asymptotic Analysis for Functional Stochastic Differential Equations

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 f...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριοι συγγραφείς: Bao, Jianhai (Συγγραφέας), Yin, George (Συγγραφέας), Yuan, Chenggui (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
Σειρά:SpringerBriefs in Mathematics,
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Bao, Jianhai.  |e author. 
245 1 0 |a Asymptotic Analysis for Functional Stochastic Differential Equations  |h [electronic resource] /  |c by Jianhai Bao, George Yin, Chenggui Yuan. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2016. 
300 |a XVI, 151 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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490 1 |a SpringerBriefs in Mathematics,  |x 2191-8198 
505 0 |a Preface and Introduction -- Notation -- Ergodicity for Functional Stochastic Equations under Dissipativity -- Ergodicity for Functional Stochastic Equations without Dissipativity -- Convergence Rate of Euler-Maruyama Scheme for FSDEs -- Large Deviations for FSDEs -- Stochastic Interest Rate Models with Memory: Long-Term Behavior -- Existence and Uniqueness -- Markov Property and Variation of Constants Formulas. 
520 |a 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. 
650 0 |a Mathematics. 
650 0 |a Differential equations. 
650 0 |a Probabilities. 
650 1 4 |a Mathematics. 
650 2 4 |a Probability Theory and Stochastic Processes. 
650 2 4 |a Ordinary Differential Equations. 
700 1 |a Yin, George.  |e author. 
700 1 |a Yuan, Chenggui.  |e author. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783319469782 
830 0 |a SpringerBriefs in Mathematics,  |x 2191-8198 
856 4 0 |u http://dx.doi.org/10.1007/978-3-319-46979-9  |z Full Text via HEAL-Link 
912 |a ZDB-2-SMA 
950 |a Mathematics and Statistics (Springer-11649)