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Title: |
Stochastic Differential Equations |
Search Result:
| By (author): |
Nikolaos Halidias |
| ISBN10-13: |
1613242786 : 9781613242780 |
| Format: |
Hardback |
| Size: |
155x230mm |
| Pages: |
244 |
| Weight: |
.494 Kg. |
| Published: |
Nova Science Publishers, Inc (US) - February 2012 |
| List Price: |
97.99 Pounds Sterling |
| Availability: |
Temporarily Out of Stock, more expected soon
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| Subjects: |
Mathematics |
| 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. |
| Table of Contents: |
| 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. |
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