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

This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations.
Les mer

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.

Les mer
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 Includes supplementary material: sn.pub/extras
Les mer
GPSR Compliance The European Union's (EU) General Product Safety Regulation (GPSR) is a set of rules that requires consumer products to be safe and our obligations to ensure this. If you have any concerns about our products you can contact us on ProductSafety@springernature.com. In case Publisher is established outside the EU, the EU authorized representative is: Springer Nature Customer Service Center GmbH Europaplatz 3 69115 Heidelberg, Germany ProductSafety@springernature.com
Les mer

Produktdetaljer

ISBN
9781493901661
Publisert
2014-10-01
Utgiver
Springer-Verlag New York Inc.
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
15