Almost Periodic Stochastic Processes

Authors: Bezandry, Paul H., Diagana, Toka

  • - This is the first book on almost periodic stochastic processes - The topics treated concern a wide audience including mathematicians, statisticians, engineers, and economists - Advanced graduate students with backgrounds in functional analysis and stochastic analysis may also find the material in this book useful

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  • ISBN 978-1-4419-9476-9
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Hardcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-1-4419-9475-2
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Softcover $139.00
price for USA
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  • ISBN 978-1-4939-0166-1
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  • Usually dispatched within 3 to 5 business days.
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About this book

Almost Periodic Stochastic Processes is among the few published books that is entirely devoted to almost periodic stochastic processes and their applications.  The topics treated range from existence, uniqueness, boundedness, and stability of solutions, to stochastic difference and differential equations. Motivated by the studies of the natural fluctuations in nature, this work aims to lay the foundations for a theory on almost periodic stochastic processes and their applications.

This book is divided in to eight chapters and offers useful bibliographical notes at the end of each chapter. Highlights of this monograph include the introduction of the concept of p-th mean almost periodicity for stochastic processes and applications to various equations. The book offers some original results on the boundedness, stability, and existence of p-th mean almost periodic solutions to (non)autonomous first and/or second order stochastic differential equations, stochastic partial differential equations, stochastic functional differential equations with delay, and stochastic difference equations.  Various illustrative examples are also discussed throughout the book.

The results provided in the book will be of particular use to those conducting research in the field of stochastic processing including engineers, economists, and statisticians with backgrounds in functional analysis and stochastic analysis.   Advanced graduate students with backgrounds in real analysis, measure theory, and basic probability, may also find the material in this book quite useful and engaging.

Reviews

"This book offers a large perspective on almost periodic processes and stochastic equations of various types." (Ciprian A. Tudor, Mathematical Reviews)

Table of contents (8 chapters)

  • Banach and Hilbert Spaces

    Bezandry, Paul H. (et al.)

    Pages 1-20

  • Bounded and Unbounded Linear Operators

    Bezandry, Paul H. (et al.)

    Pages 21-59

  • An Introduction to Stochastic Differential Equations

    Bezandry, Paul H. (et al.)

    Pages 61-115

  • P-th Mean Almost Periodic Random Functions

    Bezandry, Paul H. (et al.)

    Pages 117-127

  • Existence Results for Some Stochastic Differential Equations

    Bezandry, Paul H. (et al.)

    Pages 129-142

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-1-4419-9476-9
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-1-4419-9475-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $139.00
price for USA
valid through November 5, 2017
  • ISBN 978-1-4939-0166-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the eBook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Almost Periodic Stochastic Processes
Authors
Copyright
2011
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media, LLC
eBook ISBN
978-1-4419-9476-9
DOI
10.1007/978-1-4419-9476-9
Hardcover ISBN
978-1-4419-9475-2
Softcover ISBN
978-1-4939-0166-1
Edition Number
1
Number of Pages
XV, 235
Topics