Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations【電子書籍】[ Grigorij Kulinich ]

＜p＞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 are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any It?'s SDEs, and the Bessel diffusion process. The book is self-contained, with presentation o．．．楽天市場のショップで商品詳細の続きを見る