Stochastic Functional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Functional Differential Equations write by S. E. A. Mohammed. This book was released on 1984. Stochastic Functional Differential Equations available in PDF, EPUB and Kindle.
Applied Theory of Functional Differential Equations
Applied Theory of Functional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Applied Theory of Functional Differential Equations write by V. Kolmanovskii. This book was released on 2012-12-06. Applied Theory of Functional Differential Equations available in PDF, EPUB and Kindle. This volume provides an introduction to the properties of functional differential equations and their applications in diverse fields such as immunology, nuclear power generation, heat transfer, signal processing, medicine and economics. In particular, it deals with problems and methods relating to systems having a memory (hereditary systems). The book contains eight chapters. Chapter 1 explains where functional differential equations come from and what sort of problems arise in applications. Chapter 2 gives a broad introduction to the basic principle involved and deals with systems having discrete and distributed delay. Chapters 3-5 are devoted to stability problems for retarded, neutral and stochastic functional differential equations. Problems of optimal control and estimation are considered in Chapters 6-8. For applied mathematicians, engineers, and physicists whose work involves mathematical modeling of hereditary systems. This volume can also be recommended as a supplementary text for graduate students who wish to become better acquainted with the properties and applications of functional differential equations.
Asymptotic Analysis for Functional Stochastic Differential Equations
Asymptotic Analysis for Functional Stochastic Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Asymptotic Analysis for Functional Stochastic Differential Equations write by Jianhai Bao. This book was released on 2016-11-19. Asymptotic Analysis for Functional Stochastic Differential Equations available in PDF, EPUB and Kindle. This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity.This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Lyapunov Functionals and Stability of Stochastic Functional Differential Equations
Lyapunov Functionals and Stability of Stochastic Functional Differential Equations - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Lyapunov Functionals and Stability of Stochastic Functional Differential Equations write by Leonid Shaikhet. This book was released on 2013-03-29. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations available in PDF, EPUB and Kindle. Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for difference equations with discrete and continuous time. The text begins with both a description and a delineation of the peculiarities of deterministic and stochastic functional differential equations. There follows basic definitions for stability theory of stochastic hereditary systems, and the formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of different mathematical models such as: • inverted controlled pendulum; • Nicholson's blowflies equation; • predator-prey relationships; • epidemic development; and • mathematical models that describe human behaviours related to addictions and obesity. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations is primarily addressed to experts in stability theory but will also be of interest to professionals and students in pure and computational mathematics, physics, engineering, medicine, and biology.
Stochastic Differential Equations and Applications
Stochastic Differential Equations and Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Differential Equations and Applications write by X Mao. This book was released on 2007-12-30. Stochastic Differential Equations and Applications available in PDF, EPUB and Kindle. This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, with much on theory and applications not previously available in book form. The text is also useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists. - Has been revised and updated to cover the basic principles and applications of various types of stochastic systems - Useful as a reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, and information scientists, physicists and economists
