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Stochastic equations for complex systems

Author: A V Skorokhod
Publisher: Dordrecht ; Boston : D. Reidel ; Norwell, MA : Sold and distributed in the U.S.A. and Canada by Kluwer Academic Publishers, ©1988.
Series: Mathematics and its applications (D. Reidel Publishing Company)., Soviet series.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: A V Skorokhod
ISBN: 9027724083 9789027724083
OCLC Number: 16404261
Notes: Translation of: Stokhasticheskie uravnenii︠a︡ dli︠a︡ slozhnykh sistem.
Includes indexes.
Description: xvii, 175 pages ; 25 cm.
Contents: 1. Continuous Markov Processes in a Locally Compact Space and Stochastic Equations.- 1. Quasi-diffusion Processes.- 2. Stochastic Equations for Quasi-diffusion Processes.- 3. Existence and Uniqueness of the Solution of a Stochastic Differential Equation. The Smooth Case.- 4. Limit Theorems for Solutions of Stochastic Equations.- 5. Weak Solutions.- 6. Stochastic Equations in Rm.- 2. Randomly Interacting Systems of Particles.- 1. Stochastic Equation for Systems of Randomly Interacting Particles.- 2. Problem of the Asymptotic Behavior of a Statistical Distribution Function. Compactness Conditions.- 3. Limit Theorem for Steplike Processes.- 4. Limit Theorem for Statistical Distribution Functions. General Case.- 5. Fluctuations.- 6. Limit Theorem for Functionals.- 7. Diffusion Approximation.
Series Title: Mathematics and its applications (D. Reidel Publishing Company)., Soviet series.
Other Titles: Stokhasticheskie uravnenii︠a︡ dli︠a︡ slozhnykh sistem.
Responsibility: A.V. Skorohod.
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