product description page
Asymptotic Analysis for Functional Stochastic Differential Equations (Paperback) (Jianhai Bao)
About this item
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.
Series Title: Springerbriefs in Mathematics
Publisher: Springer Verlag
Author: Jianhai Bao
Street Date: November 25, 2016
Item Number (DPCI): 248-30-1938
If the item details above aren’t accurate or complete, we want to know about it. Report incorrect product info.