Stochastic versus deterministic systems of differential equations

✍ Scribed by G. S. Ladde, M. Sambandham

• Publisher: CRC Press
• Year: 2003
• Tongue: English
• Leaves: 339
• Series: Pure and Applied Mathematics
• Edition: 1
• Category: Library

✦ Synopsis

Text addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluctuations and deterministic and stochastic parameter uncertainties. A text for graduate students or a reference for experimental and applied scientists.

✦ Table of Contents

PREFACE......Page 10
CONTENTS......Page 14
NOTATION AND ABBREVIATIONS......Page 18
CHAPTER 1: RANDOM POLYNOMIALS......Page 23
CHAPTER 2: ORDINARY DIFFERENTIAL SYSTEMS WITH RANDOM PARAMETERS......Page 59
CHAPTER 3: BOUNDARY VALUE PROBLEMS WITH RANDOM PARAMETERS......Page 153
CHAPTER 4: ITO-TYPE STOCHASTIC DIFFERENTIAL SYSTEMS......Page 241
CHAPTER 5: BOUNDARY VALUE PROBLEMS OF ITO-TYPE......Page 289
APPENDIX......Page 311
REFERENCES......Page 323
INDEX......Page 335