Almost Periodic Stochastic Processes
1st Edition
Published on 7. April 2011
XV, 235 pages
978-1-4419-9476-9 (ISBN)
Description
This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations. It is in part a sequel of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that is entirely devoted to almost periodic random processes and their applications. The topics treated in it range from existence, uniqueness, and stability of solutions for abstract stochastic difference and differential equations.
Reviews / Votes
"This book offers a large perspective on almost periodic processes and stochastic equations of various types." (Ciprian A. Tudor, Mathematical Reviews)More details
Other editions
Additional editions
Paul H. Bezandry | Toka Diagana
Almost Periodic Stochastic Processes
Book
10/2014
Springer
€106.99
Shipment within 15-20 days
Paul H. Bezandry | Toka Diagana
Almost Periodic Stochastic Processes
Book
04/2011
1st Edition
Springer
€106.99
Shipment within 15-20 days
Content
Preface.-1. Banach and Hilbert Spaces.-2. Bounded and Unbounded Linear Operators.- 3.An Introduction to Stochastic Differential Equations.-4.
P
-th Mean Almost Periodic Random Functions.-5. Existence Results for Some Stochastic Differential Equations.-6. Existence Results for Some Partial Stochastic Differential Equations.-7.Existence Results for Some Second-Order Stochastic Differential Equations.-8. Mean Almost Periodic Random Sequences and Their Applications to Stochastic Difference Equations.-References.-Index.
