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Two-Scale Stochastic Systems - Asymptotic Analysis and Control (Hardcover, 2003 ed.) Loot Price: R1,670
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Two-Scale Stochastic Systems - Asymptotic Analysis and Control (Hardcover, 2003 ed.): Yuri Kabanov, Sergei Pergamenshchikov

Two-Scale Stochastic Systems - Asymptotic Analysis and Control (Hardcover, 2003 ed.)

Yuri Kabanov, Sergei Pergamenshchikov

Series: Stochastic Modelling and Applied Probability, 49

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List price R2,351 Loot Price R1,670 Discovery Miles 16 700 | Repayment Terms: R157 pm x 12* You Save R681 (29%)

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Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Stochastic Modelling and Applied Probability, 49
Release date: November 2002
First published: 2003
Authors: Yuri Kabanov • Sergei Pergamenshchikov
Dimensions: 235 x 155 x 17mm (L x W x T)
Format: Hardcover
Pages: 266
Edition: 2003 ed.
ISBN-13: 978-3-540-65332-5
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 3-540-65332-5
Barcode: 9783540653325

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