Bezandry / Diagana Almost Periodic Stochastic Processes

1. Auflage 2011
ISBN: 978-1-4419-9476-9
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 235 Seiten, Web PDF

Reihe: Mathematics and Statistics

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.

Zielgruppe

Research

Autoren/Hrsg.

Bezandry, Paul H.

Diagana, Toka

Inhaltsverzeichnis

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.