Random Evolutions and Their Applications

Random Evolutions and Their Applications

by Anatoly Swishchuk
     
 

This is the first handbook on random evolutions and their applications. Its main purpose is to summarize and order the ideas, methods, results and literature on the theory of random evolutions since 1969 and their applications to the evolutionary shastic systems in random media, and also to point out some new trends.
Among the subjects that are treated are the… See more details below

Overview

This is the first handbook on random evolutions and their applications. Its main purpose is to summarize and order the ideas, methods, results and literature on the theory of random evolutions since 1969 and their applications to the evolutionary shastic systems in random media, and also to point out some new trends.
Among the subjects that are treated are the problems for different models of random evolutions, multiplicative operator functionals, evolutionary shastic systems in random media, averaging, merging, diffusion approximation, normal deviations, rates of convergence for random evolutions and their applications. New developments, such as the analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, shastic evolutionary equations, driven space-time white noise and random evolutions in financial mathematics are also considered.
Audience: This handbook will be of use to theoretical and practical researchers whose interests include probability theory, functional analysis, operator theory, optimal control or statistics, and who wish to know what kind of information is available in the field of random evolutions and their applications.

Read More

Product Details

ISBN-13:
9789401064279
Publisher:
Springer Netherlands
Publication date:
12/31/2013
Series:
Mathematics and Its Applications (closed) Series, #408
Edition description:
Softcover reprint of the original 1st ed. 1997
Pages:
183
Product dimensions:
6.14(w) x 9.21(h) x 0.46(d)

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >