عنوان

Two-Scale Stochastic Systems :

شابک

3662132427

شابک

9783662132425

شماره

b580896

عنوان اصلي

Two-Scale Stochastic Systems :

نام عام مواد

[Book]

ساير اطلاعات عنواني

Asymptotic Analysis and Control

نام نخستين پديدآور

by Yuri Kabanov, Sergei Pergamenshchikov.

محل نشرو پخش و غیره

Berlin, Heidelberg

نام ناشر، پخش کننده و غيره

Springer Berlin Heidelberg

تاریخ نشرو بخش و غیره

2003

نام خاص و کميت اثر

(xiv, 266 pages)

عنوان فروست

Applications of Mathematics, Stochastic Modelling and Applied Probability, 49.

متن يادداشت

Warm-up --; Toolbox: moment bounds for solutions of stable SDEs --; The Tikhonov theory for SDEs --; Large deviations --; Uniform expansions for two-scale systems --; Two-scale optimal control problems --; Applications --; Appendix.

متن يادداشت

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. 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.

موضوع مستند نشده

Distribution (Probability theory)

موضوع مستند نشده

Mathematics.

موضوع مستند نشده

Systems theory.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

by Yuri Kabanov, Sergei Pergamenshchikov.

مستند نام اشخاص تاييد نشده

Sergei Pergamenshchikov

مستند نام اشخاص تاييد نشده

Yuri Kabanov

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y