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Random Evolutions and Their Applications

✍ Scribed by Anatoly Swishchuk (auth.)


Publisher
Springer Netherlands
Year
1997
Tongue
English
Leaves
211
Series
Mathematics and Its Applications 408
Edition
1
Category
Library

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✦ Synopsis


The main purpose of this handbook is to summarize and to put in order the ideas, methods, results and literature on the theory of random evolutions and their applications to the evolutionary stochastic systems in random media, and also to present some new trends in the theory of random evolutions and their applications. In physical language, a random evolution ( RE ) is a model for a dynamical sysΒ­ tem whose state of evolution is subject to random variations. Such systems arise in all branches of science. For example, random Hamiltonian and Schrodinger equations with random potential in quantum mechanics, Maxwell's equation with a random refractive index in electrodynamics, transport equations associated with the trajecΒ­ tory of a particle whose speed and direction change at random, etc. There are the examples of a single abstract situation in which an evolving system changes its "mode of evolution" or "law of motion" because of random changes of the "environment" or in a "medium". So, in mathematical language, a RE is a solution of stochastic operator integral equations in a Banach space. The operator coefficients of such equations depend on random parameters. Of course, in such generality , our equation includes any homogeneous linear evolving system. Particular examples of such equations were studied in physical applications many years ago. A general mathematical theory of such equations has been developed since 1969, the Theory of Random Evolutions.

✦ Table of Contents


Front Matter....Pages i-xvi
Introduction....Pages 1-5
Multiplicative Operator Functionals....Pages 7-18
Random Evolutions....Pages 19-60
Limit Theorems for Random Evolutions....Pages 61-102
Applications of Evolutionary Stochastic Systems....Pages 103-147
New Trends in Random Evolutions....Pages 149-178
Back Matter....Pages 179-200

✦ Subjects


Probability Theory and Stochastic Processes; Functional Analysis; Operator Theory; Calculus of Variations and Optimal Control; Optimization; Statistics for Business/Economics/Mathematical Finance/Insurance


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