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Synopsis
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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À propos de l?auteur
Prof. Grigorij Kulinich received his PhD in probability and statistics from Kyiv University in 1968 and completed his postdoctoral degree in probability and statistics (Habilitation) in 1981. His research work focuses mainly on asymptotic problems of stochastic differential equations with nonregular dependence on parameter, theory of stochastic differential equations, and theory of stochastic processes. He is the author of more than 150 published papers.
Prof. Yuliya Mishura received her PhD in probability and statistics from Kyiv University in 1978 and completed her postdoctoral degree in probability and statistics (Habilitation) in 1990. She is currently a professor at Taras Shevchenko National University of Kyiv. She is the author/coauthor of more than 270 research papers and 9 books. Her research interests include theory and statistics of stochastic processes, stochastic differential equations, fractional processes, stochastic analysis, and financial mathematics.
Dr. Svitlana Kushnirenko is an Associate Professor in the Department of General Mathematics, Taras Shevchenko National University of Kyiv, where she also completed her PhD in probability and statistics in 2006. Her research interests include theory of stochastic differential equations and stochastic analysis. She is the author of 20 papers.
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Bocconi & Springer Series)
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations: 9 (Bocconi & Springer Series, 9)
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
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Springer International Publishing Apr 2021, 2021
ISBN 10 : 3030412938
ISBN 13 : 9783030412937
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 256 pp. Englisch. N° de réf. du vendeur 9783030412937
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Edité par
Springer International Publishing, 2021
ISBN 10 : 3030412938
ISBN 13 : 9783030412937
Neuf
Kartoniert / Broschiert
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Kartoniert / Broschiert. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Of great interest for practitioners and researchers who apply stochastic models to describe phenomena of instability Contains results on the weak convergence of a wide class of functionals of SDE solutions. N° de réf. du vendeur 460090082
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
ISBN 10 : 3030412938
ISBN 13 : 9783030412937
Neuf
Taschenbuch
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Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N° de réf. du vendeur 9783030412937
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
ISBN 10 : 3030412938
ISBN 13 : 9783030412937
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 256 pp. Englisch. N° de réf. du vendeur 9783030412937
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Bocconi & Springer Series, 9) 1st ed. 2020 Edition
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Bocconi & Springer Series, 9) 1st ed. 2020 Edition
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations (Bocconi & Springer Series, 9) 1st ed. 2020 Edition
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ASYMPTOTIC ANALYSIS OF UNSTABLE SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS (PB 2020)
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Etat : New. Brand New! Fast Delivery US Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. N° de réf. du vendeur CvS 9783030412937
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