Asymptotic Analysis for Functional Stochastic Differential Equations

This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by f...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Bao, Jianhai (Autor), Yin, George (Autor), Yuan, Chenggui (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edición:1st ed. 2016.
Colección:SpringerBriefs in Mathematics,
Temas:
Probabilities.
Differential equations.
Probability Theory.
Differential Equations.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preface and Introduction
  • Notation
  • Ergodicity for Functional Stochastic Equations under Dissipativity
  • Ergodicity for Functional Stochastic Equations without Dissipativity
  • Convergence Rate of Euler-Maruyama Scheme for FSDEs
  • Large Deviations for FSDEs
  • Stochastic Interest Rate Models with Memory: Long-Term Behavior
  • Existence and Uniqueness
  • Markov Property and Variation of Constants Formulas.

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