| 书目名称 | Two-Scale Stochastic Systems |
| 副标题 | Asymptotic Analysis |
| 编辑 | Yuri Kabanov,Sergei Pergamenshchikov |
| 视频video | |
| 概述 | The authors are the creators of this theory.No competing book.Interesting potential applications and further research.Includes supplementary material: |
| 丛书名称 | Stochastic Modelling and Applied Probability |
| 图书封面 |  |
| 描述 | 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 wit |
| 出版日期 | Book 2003 |
| 关键词 | Approximation; Stochastic differential equations; optimal control; singular perturbations; stochastic ap |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-662-13242-5 |
| isbn_softcover | 978-3-642-08467-6 |
| isbn_ebook | 978-3-662-13242-5Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 2003 |
发表于 2025-3-21 19:12:49
