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Qualitative and asymptotic analysis of differential equations with random perturbations

Author: A M Samoĭlenko; Oleksandr Stanzhytskyi
Publisher: Singapore ; Hackensack, NJ : World Scientific, ©2011.
Series: World Scientific series on nonlinear science., Series A,, Monographs and treatises ;, v. 78.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on the random  Read more...

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Document Type: Book
All Authors / Contributors: A M Samoĭlenko; Oleksandr Stanzhytskyi
ISBN: 9789814329064 9814329061
OCLC Number: 751744420
Description: ix, 312 pages : illustrations ; 24 cm.
Contents: Differential equations with random right-hand sides and impulsive effects --
Invariant sets for systems with random perturbations --
Linear and quasilinear stochastic Ito systems --
Extensions of Ito systems on a torus --
The averaging method for equations with random perturbations.
Series Title: World Scientific series on nonlinear science., Series A,, Monographs and treatises ;, v. 78.
Responsibility: Anatoliy M. Samoilenko, Oleksandr Stanzhytskyi.

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This book is well written and readable. Most results included in the book are by the authors. All chapters contain a final section with comments and references, where the authors make a detailed Read more...

 
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