Recent Development in Stochastic Dynamics and Stochastic Analysis

Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, physical and chemical sciences, finance and economics. This book offers reviews on the developments in stochastic dynamics and stochastic analysis.

List of contents

Introduction: Stochastic Analysis and Stochastic Dynamics; A Glimpse of Stochastic Dynamical Systems; Progress in White Noise Analysis; Dynamical Systems Driven by Fractional Brownian Motion; Dynamical Systems Driven by Non-Gaussian Noise; Stochastic Dynamical Systems with Memory; Simulation of Stochastic Dynamical Systems.

Product details

• Authors: Luo Shunlong
• Assisted by: Jinqiao Duan (Editor), Shunlong Luo (Editor), Caishi Wang (Editor)
• Publisher: World Scientific
• Languages: English
• Product format: Hardback
• Released: 01.01.2010
• No. of pages: 308
• Dimensions: 165 mm x 246 mm x 23 mm
• Weight: 680 g
• Series: Interdisciplinary Mathematical
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics