【随机微分方程】 Asymptotic Analysis for Functional Stochastic Diff Equ (2016)

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Asymptotic Analysis for Functional Stochastic Differential Equations

Authors: Jianhai Bao, George Yin, Chenggui Yuan



Focuses on the long-term behavior and ergodicity of functional stochastic differential equations (FSDEs)

Written for researchers and graduate students in probability theory and stochastic analysis

Useful as a reference for applied mathematicians, engineers, and scientists who need to use FSDEs

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.

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Asymptotic Analysis for Functional Stochastic Differential Equations.pdf (1.54 MB, 需要: 10 个论坛币)

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PDF 压缩包：
AAFSDE (pdf).zip (1.27 MB, 需要: 10 个论坛币) 本附件包括：

• Asymptotic Analysis for Functional Stochastic Differential Equations.pdf

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EPUB:
Asymptotic Analysis for Functional Stochastic Differential Equations.epub (3.51 MB, 需要: 10 个论坛币)

2016-12-31 04:21:02 上传

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EPUB 压缩包：
AAFSDE (epub).zip (2.98 MB, 需要: 10 个论坛币) 本附件包括：

• Asymptotic Analysis for Functional Stochastic Differential Equations.epub

2016-12-31 04:37:03 上传

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PDF + EPUB 压缩包：
AAFSDE (pdf epub).zip (4.25 MB, 需要: 20 个论坛币) 本附件包括：

• Asymptotic Analysis for Functional Stochastic Differential Equations.pdf
• Asymptotic Analysis for Functional Stochastic Differential Equations.epub

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