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Recent Development In Stochastic Dynamics And Stochastic Analysis

Buch | Hardcover
308 Seiten
2010
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-4277-25-9 (ISBN)
CHF 169,95 inkl. MwSt
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Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, physical and chemical sciences, finance and economics. This book offers reviews on the developments in stochastic dynamics and stochastic analysis.
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.

Introduction: Stochastic Analysis and Stochastic Dynamics; A Glimpse of Stochastic Dynamical Systems; Progress in White Noise Analysis; Dynamical Systems Driven by Fractional Brownian Motion; Dynamical Systems Driven by Non-Gaussian Noise; Stochastic Dynamical Systems with Memory; Simulation of Stochastic Dynamical Systems.

Erscheint lt. Verlag 9.2.2010
Reihe/Serie Interdisciplinary Mathematical Sciences ; 8
Verlagsort Singapore
Sprache englisch
Themenwelt Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
ISBN-10 981-4277-25-8 / 9814277258
ISBN-13 978-981-4277-25-9 / 9789814277259
Zustand Neuware
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