Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations

by Yuliya Mishura, Grigorij Kulinich, Svitlana Kushnirenko

Book Overview

This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability...

• Format: Paperback
• Language: English
• ISBN: 3030412938
• ISBN13: 9783030412937
• Release Date: April 2021
• Publisher: Springer
• Length: 240 Pages
• Weight: 0.81 lbs.
• Dimensions: 0.5" x 6.1" x 9.2"