Articles liés à Two-Scale Stochastic Systems: Asymptotic Analysis and...

Two-Scale Stochastic Systems: Asymptotic Analysis and Control - Couverture souple

Kabanov, Yuri; Pergamenshchikov, Sergei

 
9783642084676: Two-Scale Stochastic Systems: Asymptotic Analysis and Control
Couverture souple
ISBN 10 : 3642084672 ISBN 13 : 9783642084676
Editeur : Springer, 2010

Synopsis

Two-scale systems described by singularly perturbed Sdes have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Two-scale systems described by singularly perturbed Sdes have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2010
Langue
anglais
ISBN 10 
3642084672
ISBN 13 
9783642084676
Reliure
Broché
Nombre de pages
284
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