Authors:
- Provides a good combination of a general theory and well-chosen interesting and important applications
- Most of the material presentes is not easily accessible in the existing literature
- Authors are one of the world-renowned leaders in probalilistic theory and one of the world-renowned leaders in applied mathematics respectively
Part of the book series: Applied Mathematical Sciences (AMS, volume 150)
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Table of contents (13 chapters)
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Front Matter
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Back Matter
About this book
This book will appeal to those researchers and graduate students in science and engineering who require tools to investigate stochastic systems.
Reviews
From the reviews:
"The authors introduce the reader to the mathematical theory of randomly perturbed dynamical systems. … the authors make the laudable attempt to introduce others, e.g. engineers and biologists (and non-expert mathematicians) … by starting the book with an Introduction that in less technical terms illustrates the main facts of the theory and how these facts help one better understand the dynamical systems considered by scientists and engineers. This, together with many computer-simulated visualizations, may make the book accessible to scientists and engineers … ." (Volker Wihstutz, Mathematical Reviews, 2003 m)
"This monograph contains a well-written rigorous mathematical treatment … and deals with modern concepts such as dynamical systems, stochastic processes, stability, Markov chains, population biology, etc. … In summary, this reviewer would definitely recommend Random Perturbation Methods with Applications in Science and Engineering to those researchers and graduate students … who require tools to investigate stochastic systems. The book qualifies to be a reference work that certainly would be a valuable addition in libraries of universities and laboratories pursuing research in Applied Mathematics." (VD Radulescu, Applied Mechanics Reviews, Vol. 56 (4), 2003)
Authors and Affiliations
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Institute of Mathematics, Ukrainian Academy of Science, Kiev, Ukraine
Anatoli V. Skorokhod
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Department of Statistics and Probability, Michigan State University, East Lansing, USA
Anatoli V. Skorokhod, Habib Salehi
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Systems Science and Engineering Research Center, Arizona State University, Tempe, USA
Frank C. Hoppensteadt
Bibliographic Information
Book Title: Random Perturbation Methods with Applications in Science and Engineering
Authors: Anatoli V. Skorokhod, Frank C. Hoppensteadt, Habib Salehi
Series Title: Applied Mathematical Sciences
DOI: https://doi.org/10.1007/b98905
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 2002
Hardcover ISBN: 978-0-387-95427-1Published: 09 July 2002
Softcover ISBN: 978-1-4684-9271-2Published: 18 September 2012
eBook ISBN: 978-0-387-22446-6Published: 21 June 2007
Series ISSN: 0066-5452
Series E-ISSN: 2196-968X
Edition Number: 1
Number of Pages: XII, 490
Topics: Probability Theory and Stochastic Processes, Mathematical and Computational Engineering, Analysis, Applications of Mathematics, Theoretical and Applied Mechanics, Theoretical, Mathematical and Computational Physics