Asymptotic Analysis for Functional Stochastic Differential Equations

by G. George Yin, Chenggui Yuan, Jianhai Bao, et al.

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...

• Format: Paperback
• Language: English
• ISBN: 3319469789
• ISBN13: 9783319469782
• Release Date: November 2016
• Publisher: Springer
• Length: 151 Pages
• Weight: 0.54 lbs.
• Dimensions: 0.4" x 6.1" x 9.2"