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Random Evolutions and Their Applications : Mathematics and Its Applications - Anatoly Svishchuk

Random Evolutions and Their Applications

Mathematics and Its Applications

Hardcover Published: 30th April 1997
ISBN: 9780792345336
Number Of Pages: 183

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This is the first handbook on random evolutions and their applications. Its main purpose is to summarize and order the ideas, methods, results and literature on the theory of random evolutions since 1969 and their applications to the evolutionary stochastic systems in random media, and also to point out some new trends. Among the subjects that are treated are the problems for different models of random evolutions, multiplicative operator functionals, evolutionary stochastic systems in random media, averaging, merging, diffusion approximation, normal deviations, rates of convergence for random evolutions and their applications. New developments, such as the analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, stochastic evolutionary equations, driven space-time white noise and random evolutions in financial mathematics are also considered. Audience: This handbook will be of use to theoretical and practical researchers whose interests include probability theory, functional analysis, operator theory, optimal control or statistics, and who wish to know what kind of information is available in the field of random evolutions and their applications.

Preface
List of Notations
Introduction
Multiplicative Operator Functionalsp. 7
Random Evolutionsp. 19
Limit Theorems for Random Evolutionsp. 61
Applications of Evolutionary Stochastic Systemsp. 103
New Trends in Random Evolutionsp. 149
Bibliographyp. 179
Indexp. 193
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9780792345336
ISBN-10: 0792345339
Series: Mathematics and Its Applications
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 183
Published: 30th April 1997
Publisher: Springer
Country of Publication: NL
Dimensions (cm): 23.5 x 15.5  x 1.4
Weight (kg): 1.08