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Qualitative and Asymptotic Analysis of Differential Equations With Random Perturbations 1st Edition by Anatoliy Samoilenko, Oleksandr Stanzhytskyi 9789814329064 9814329061

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Qualitative and Asymptotic Analysis of Differential Equations With Random Perturbations 1st Edition Anatoliy M. Samoilenko Digital Instant Download

Author(s): Anatoliy M. Samoilenko, Oleksandr Stanzhytskyi
ISBN(s): 9789814329064, 9814329061
Edition: 1
File Details: PDF, 1.58 MB
Year: 2011
Language: english
SKU: EB-2600142 Categories: , Tags: ,

Qualitative and Asymptotic Analysis of Differential Equations With Random Perturbations 1st Edition by Anatoliy Samoilenko, Oleksandr Stanzhytskyi – Ebook PDF Instant Download/Delivery: 9789814329064, 9814329061

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Product details:

ISBN 10: 9814329061

ISBN 13: 9789814329064

Author: Anatoliy M. Samoilenko, Oleksandr Stanzhytskyi

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.

Table of contents:

Chapter 1: Differential Equations with Random Right-Hand Sides and Impulsive Effects

Chapter 2: Invariant Sets for Systems with Random Perturbations

Chapter 3: Linear and Quasilinear Stochastic Ito Systems

Chapter 4: Extensions of Ito Systems on a Torus

Chapter 5: The Averaging Method for Equations with Random Perturbations

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Tags: Anatoliy Samoilenko, Oleksandr Stanzhytskyi, Qualitative, Differential