Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs) - Softcover

A. V. Skorokhod

 
9780821846865: Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs)
Softcover
ISBN 10: 0821846868 ISBN 13: 9780821846865
Publisher: American Mathematical Society, 2008

Synopsis

Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topics are ergodic theory for Markov processes and for solutions of stochastic differential equations, stochastic differential equations containing a small parameter, and stability theory for solutions of systems of stochastic differential equations.

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Language Notes

Text: English (translation)
Original Language: Russian

"About this title" may belong to another edition of this title.

Publisher
American Mathematical Society
Publication date
2008
Language
English
ISBN 10 
0821846868
ISBN 13 
9780821846865
Binding
Paperback
Number of pages
339

Other Popular Editions of the Same Title

9780821845318: Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs)

Featured Edition

ISBN 10:  0821845314 ISBN 13:  9780821845318
Publisher: Amer Mathematical Society, 1989
Hardcover