QUALITATIVE AND ASYMPTOTIC ANALYSIS OF DIFFERENTIAL EQUATIONS WITH RANDOM PERTURBATIONS (World Scientific Nonlinear Science Series a)

Samoilenko, Anatoliy M; Stanzhytskyi, Oleksandr

ISBN 10: 9814329061 / ISBN 13: 9789814329064

Editore: World Scientific Publishing Company, 2011

In. Codice articolo ria9789814329064_new

Riassunto:

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 factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations.This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.

Recensione: "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 description of the origin of the results. This is a helpful point for all readers, especially for researchers in the field." --Mathematical Reviews

"This monograph collects a great variety of stimulating results concerning random perturbation theory always deeply rooted in the classical theory of ordinary differential equations and celestial mechanics. Despite its technical content the text is written in a clear and accessible way, with many insightful explanations. The fact that each chapter closes with a detailed review on the current literature and the historic development of the theory is highly appreciated." --Zentralblatt MATH

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Titolo: QUALITATIVE AND ASYMPTOTIC ANALYSIS OF ...
Casa editrice: World Scientific Publishing Company
Data di pubblicazione: 2011
Legatura: Rilegato
Condizione: New