Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations.This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed.
- ISBN10 6613433543
- ISBN13 9786613433541
- Publish Date 7 June 2011 (first published 1 January 2011)
- Publish Status Active
- Out of Print 29 May 2012
- Publish Country US
- Imprint World Scientific Publishing Company
- Format eBook
- Pages 324
- Language English