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This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which rando
Applied Stochastic Differential Equations
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Authors: Simo Särkkä
Categories: Business & Economics
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With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Asymptotic Integration of Differential and Difference Equations
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Pages: 411
Authors: Sigrun Bodine
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Type: BOOK - Published: 2015-05-26 - Publisher: Springer

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This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some
Stochastic Functional Differential Equations
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Pages: 268
Authors: S. E. A. Mohammed
Categories: Mathematics
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Stochastic Differential Equations with Markovian Switching
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This textbook provides the first systematic presentation of the theory of stochastic differential equations with Markovian switching. It presents the basic prin