Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations [[electronic resource] /] / by Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
Autore | Kulinich Grigorij |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (XV, 240 p. 4 illus., 2 illus. in color.) |
Disciplina | 519.2 |
Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Functional analysis Partial differential equations Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Functional Analysis Partial Differential Equations |
ISBN | 3-030-41291-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction to Unstable Processes and Their Asymptotic Behavior -- Convergence of Unstable Solutions of SDEs to Homogeneous Markov Processes with Discontinuous Transition Density -- Asymptotic Analysis of Equations with Ergodic and Stochastically Unstable Solutions -- Asymptotic Behavior of Integral Functionals of Stochastically Unstable Solutions -- Asymptotic Behavior of Homogeneous Additive Functionals Defined on the Solutions of Itô SDEs with Non-regular Dependence on a Parameter -- Asymptotic Behavior of Homogeneous Additive Functionals of the Solutions to Inhomogeneous Itô SDEs with Non-regular Dependence on a Parameter -- A Selected Facts and Auxiliary Results -- References. |
Record Nr. | UNISA-996418186803316 |
Kulinich Grigorij | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations / / by Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura |
Autore | Kulinich Grigorij |
Edizione | [1st ed. 2020.] |
Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 |
Descrizione fisica | 1 online resource (XV, 240 p. 4 illus., 2 illus. in color.) |
Disciplina | 519.2 |
Collana | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics |
Soggetto topico |
Probabilities
Dynamics Ergodic theory Differential equations Functional analysis Partial differential equations Probability Theory and Stochastic Processes Dynamical Systems and Ergodic Theory Ordinary Differential Equations Functional Analysis Partial Differential Equations |
ISBN | 3-030-41291-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction to Unstable Processes and Their Asymptotic Behavior -- Convergence of Unstable Solutions of SDEs to Homogeneous Markov Processes with Discontinuous Transition Density -- Asymptotic Analysis of Equations with Ergodic and Stochastically Unstable Solutions -- Asymptotic Behavior of Integral Functionals of Stochastically Unstable Solutions -- Asymptotic Behavior of Homogeneous Additive Functionals Defined on the Solutions of Itô SDEs with Non-regular Dependence on a Parameter -- Asymptotic Behavior of Homogeneous Additive Functionals of the Solutions to Inhomogeneous Itô SDEs with Non-regular Dependence on a Parameter -- A Selected Facts and Auxiliary Results -- References. |
Record Nr. | UNINA-9910483172303321 |
Kulinich Grigorij | ||
Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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