Stochastic versus Deterministic Systems of Differential Equations

by G. S. Ladde, M. Sambandham

Overview

This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its met

Product Details

ISBN-13:	9781135520397
Publisher:	CRC Press
Publication date:	12/05/2003
Series:	Chapman & Hall/CRC Pure and Applied Mathematics
Sold by:	Barnes & Noble
Format:	eBook
Pages:	300
File size:	1 MB

About the Author

G S Ladde (University of Texas, Arlington, Texas, USA) (Author) , M Sambanham (Author)

Table of Contents

Chapter 1: Random Polynomials Chapter 2: Ordinary Differential Systems with Random Parameters Chapter 3: Boundary Value Problems with Random Parameters Chapter 4: Itô-Type Stochastic Differential Systems Chapter 5: Boundary Value Problems of Itô-Type