Stochastic Differential Equations

Nikolaos Halidias (Autor)

Buch | Hardcover

244 Seiten

2012
Nova Science Publishers Inc (Verlag)
978-1-61324-278-0 (ISBN)

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Stochastic calculus and stochastic differential equations play an assertive role in many applications including physics, biology, financial and actuarial modelling. This book examines results from different fields of interest in the area of stochastic differential equations and their applications.

Stochastic calculus and stochastic differential equations play an assertive role in many applications including physics, biology, financial and actuarial modelling. Well known phenomena have been described in the past by deterministic differential equations. Due to the presence of indeterminate factors, the same phenomena can be better modelled by stochastic equations. Therefore, stochastic differential equations are more realistic to the real world than the deterministic ones. This book examines new results from different fields of interest in the wide area of stochastic differential equations and their applications.

Introduction; Return to Equilibrium for Some Stochastic "Schrodinger Equations"; Asymptotic stability in probability of stochastic mdifferential equations; Time regularity of solutions to stochastic evolution equations; Exponential mean square stability analysis of invariant manifolds for nonlinear SDE's; Fluctuation effects on pattern selection in the hyperbolic model of phase decomposition; A practical approach to fractional stochastic differential equations via a fractional white noise calculus based on modified Riemann-Liouville derivative; Stochastic inclusions with a non-Lipschitz right hand side; Index.

Verlagsort	New York
Sprache	englisch
Maße	230 x 155 mm
Gewicht	494 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Analysis
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	1-61324-278-6 / 1613242786
ISBN-13	978-1-61324-278-0 / 9781613242780
Zustand	Neuware