Recent development in stochastic dynamics and stochastic analysis
著者
書誌事項
Recent development in stochastic dynamics and stochastic analysis
（Interdisciplinary mathematical sciences, v. 8）
World Scientific, c2010
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内容説明・目次
内容説明
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also to scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics.The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
目次
- 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.
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