Wow! eBook
QUALITATIVE AND ASYMPTOTIC ANALYSIS OF DIFFERENTIAL EQUATIONS WITH RANDOM PERTURBATIONS
Author(s): Samoilenko Anatoliy M (Author)
- Publisher: World Scientific Publishing Company
- Publication Date: September 16, 2011
- Edition: 1st
- Language: English
- Print length: 324 pages
- ISBN-10: 9814329061
- ISBN-13: 9789814329064
Book Description
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 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.
Editorial Reviews
Review
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 “Mathematical Reviews”
From the Back Cover
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.
