03235nam 22005535 450 991015330350332120220404184819.03-319-46979-710.1007/978-3-319-46979-9(CKB)3710000000961030(DE-He213)978-3-319-46979-9(MiAaPQ)EBC4746682(PPN)197138918(EXLCZ)99371000000096103020161121d2016 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierAsymptotic analysis for functional stochastic differential equations /by Jianhai Bao, George Yin, Chenggui Yuan1st ed. 2016.Cham :Springer International Publishing :Imprint: Springer,2016.1 online resource (XVI, 151 p.)SpringerBriefs in Mathematics,2191-81983-319-46978-9 Includes bibliographical references and index.Preface and Introduction -- Notation -- Ergodicity for Functional Stochastic Equations under Dissipativity -- Ergodicity for Functional Stochastic Equations without Dissipativity -- Convergence Rate of Euler-Maruyama Scheme for FSDEs -- Large Deviations for FSDEs -- Stochastic Interest Rate Models with Memory: Long-Term Behavior -- Existence and Uniqueness -- Markov Property and Variation of Constants Formulas.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.SpringerBriefs in Mathematics,2191-8198ProbabilitiesDifferential equationsProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Ordinary Differential Equationshttps://scigraph.springernature.com/ontologies/product-market-codes/M12147Probabilities.Differential equations.Probability Theory and Stochastic Processes.Ordinary Differential Equations.519.2Bao Jianhaiauthttp://id.loc.gov/vocabulary/relators/aut755838Yin Georgeauthttp://id.loc.gov/vocabulary/relators/autYuan Chengguiauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910153303503321Asymptotic Analysis for Functional Stochastic Differential Equations2044164UNINA01398nam0 22003493i 450 VAN0027694220240806101546.695N978303104790920240606d2022 |0itac50 baengCH|||| |||||Braids and DynamicsJean-Luc ThiffeaultChamSpringer2022xv, 141 p.ill.24 cm001VAN001135292001 Frontiers in applied dynamical systems: reviews and tutorials210 Berlin [etc.]Springer2015-9BraidsKW:KCurves on surfacesKW:KMixingKW:KSurface DynamicsKW:KTopological entropyKW:KCHChamVANL001889ThiffeaultJean-LucVANV2296031257836Springer <editore>VANV108073650ITSOL20241115RICAhttps://doi.org/10.1007/978-3-031-04790-9E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00276942BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 8683 08eMF8683 20240610 Braids and Dynamics2914741UNICAMPANIA