Authors:
- Focuses on the long-term behavior and ergodicity of functional stochastic differential equations (FSDEs)
- Written for researchers and graduate students in probability theory and stochastic analysis
- Useful as a reference for applied mathematicians, engineers, and scientists who need to use FSDEs
- Includes supplementary material: sn.pub/extras
Part of the book series: SpringerBriefs in Mathematics (BRIEFSMATH)
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Table of contents (5 chapters)
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Front Matter
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Back Matter
About this book
This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Authors and Affiliations
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Department of Mathematics, Central South University, Changsha, China
Jianhai Bao
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Department of Mathematics, Wayne State University, Detroit, USA
George Yin
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Department Mathematics, Swansea University, Swansea, United Kingdom
Chenggui Yuan
Bibliographic Information
Book Title: Asymptotic Analysis for Functional Stochastic Differential Equations
Authors: Jianhai Bao, George Yin, Chenggui Yuan
Series Title: SpringerBriefs in Mathematics
DOI: https://doi.org/10.1007/978-3-319-46979-9
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: The Author(s) 2016
Softcover ISBN: 978-3-319-46978-2Published: 30 November 2016
eBook ISBN: 978-3-319-46979-9Published: 19 November 2016
Series ISSN: 2191-8198
Series E-ISSN: 2191-8201
Edition Number: 1
Number of Pages: XVI, 151
Topics: Probability Theory and Stochastic Processes, Ordinary Differential Equations