語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Asymptotic analysis for functional s...
~
Bao, Jianhai.
Asymptotic analysis for functional stochastic differential equations
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Asymptotic analysis for functional stochastic differential equationsby Jianhai Bao, George Yin, Chenggui Yuan.
作者:
Bao, Jianhai.
其他作者:
Yin, George.
出版者:
Cham :Springer International Publishing :2016.
面頁冊數:
xvi, 151 p. :ill., digital ;24 cm.
Contained By:
Springer eBooks
標題:
Stochastic partial differential equationsAsymptotic theory.
電子資源:
http://dx.doi.org/10.1007/978-3-319-46979-9
ISBN:
9783319469799$q(electronic bk.)
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai.
Asymptotic analysis for functional stochastic differential equations
[electronic resource] /by Jianhai Bao, George Yin, Chenggui Yuan. - Cham :Springer International Publishing :2016. - xvi, 151 p. :ill., digital ;24 cm. - SpringerBriefs in mathematics,2191-8198. - SpringerBriefs in mathematics..
Preface and Introduction -- Notation -- Ergodicity for Functional Stochastic Equations under Dissipativity -- Ergodicity for Functional Stochastic Equations without Dissipativity -- Convergence Rate of Euler-Maruyama Scheme for FSDEs -- Large Deviations for FSDEs -- Stochastic Interest Rate Models with Memory: Long-Term Behavior -- Existence and Uniqueness -- Markov Property and Variation of Constants Formulas.
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
ISBN: 9783319469799$q(electronic bk.)
Standard No.: 10.1007/978-3-319-46979-9doiSubjects--Topical Terms:
763203
Stochastic partial differential equations
--Asymptotic theory.
LC Class. No.: QA274.25
Dewey Class. No.: 519.22
Asymptotic analysis for functional stochastic differential equations
LDR
:02209nmm a2200337 a 4500
001
500038
003
DE-He213
005
20161121085052.0
006
m d
007
cr nn 008maaau
008
170621s2016 gw s 0 eng d
020
$a
9783319469799$q(electronic bk.)
020
$a
9783319469782$q(paper)
024
7
$a
10.1007/978-3-319-46979-9
$2
doi
035
$a
978-3-319-46979-9
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274.25
072
7
$a
PBT
$2
bicssc
072
7
$a
PBWL
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
082
0 4
$a
519.22
$2
23
090
$a
QA274.25
$b
.B221 2016
100
1
$a
Bao, Jianhai.
$3
763202
245
1 0
$a
Asymptotic analysis for functional stochastic differential equations
$h
[electronic resource] /
$c
by Jianhai Bao, George Yin, Chenggui Yuan.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2016.
300
$a
xvi, 151 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
SpringerBriefs in mathematics,
$x
2191-8198
505
0
$a
Preface and Introduction -- Notation -- Ergodicity for Functional Stochastic Equations under Dissipativity -- Ergodicity for Functional Stochastic Equations without Dissipativity -- Convergence Rate of Euler-Maruyama Scheme for FSDEs -- Large Deviations for FSDEs -- Stochastic Interest Rate Models with Memory: Long-Term Behavior -- Existence and Uniqueness -- Markov Property and Variation of Constants Formulas.
520
$a
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.
650
0
$a
Stochastic partial differential equations
$x
Asymptotic theory.
$3
763203
650
1 4
$a
Mathematics.
$3
184409
650
2 4
$a
Probability Theory and Stochastic Processes.
$3
274061
650
2 4
$a
Ordinary Differential Equations.
$3
273778
700
1
$a
Yin, George.
$3
259557
700
1
$a
Yuan, Chenggui.
$3
377485
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer eBooks
830
0
$a
SpringerBriefs in mathematics.
$3
558795
856
4 0
$u
http://dx.doi.org/10.1007/978-3-319-46979-9
950
$a
Mathematics and Statistics (Springer-11649)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000134403
電子館藏
1圖書
電子書
EB QA274.25 B221 2016
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
http://dx.doi.org/10.1007/978-3-319-46979-9
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入