Stochastic Differential Equations
Author:   Nikolaos Halidias
Publisher:   Nova Science Publishers Inc
ISBN:  

9781613242780


Pages:   244
Publication Date:   21 February 2012
Format:   Hardback
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

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Stochastic Differential Equations


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Overview

Stochastic calculus and stochastic differential equations play an assertive role in many applications including physics, biology, financial and actuarial modelling. Well known phenomena have been described in the past by deterministic differential equations. Due to the presence of indeterminate factors, the same phenomena can be better modelled by stochastic equations. Therefore, stochastic differential equations are more realistic to the real world than the deterministic ones. This book examines new results from different fields of interest in the wide area of stochastic differential equations and their applications.

Full Product Details

Author:   Nikolaos Halidias
Publisher:   Nova Science Publishers Inc
Imprint:   Nova Science Publishers Inc
Weight:   0.494kg
ISBN:  

9781613242780


ISBN 10:   1613242786
Pages:   244
Publication Date:   21 February 2012
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Awaiting stock   Availability explained
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.

Table of Contents

"Introduction; Return to Equilibrium for Some Stochastic ""Schrodinger Equations""; Asymptotic stability in probability of stochastic mdifferential equations; Time regularity of solutions to stochastic evolution equations; Exponential mean square stability analysis of invariant manifolds for nonlinear SDE's; Fluctuation effects on pattern selection in the hyperbolic model of phase decomposition; A practical approach to fractional stochastic differential equations via a fractional white noise calculus based on modified Riemann-Liouville derivative; Stochastic inclusions with a non-Lipschitz right hand side; Index."

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