Two-scale stochastic systems : asymptotic analysis and control

＜図書＞
Two-scale stochastic systems : asymptotic analysis and control

責任表示	Yuri Kabanov, Sergei Pergamenshchikov
シリーズ	Applications of mathematics ; 49
データ種別	図書
出版情報	Berlin : Springer , c2003
本文言語	英語
大きさ	xiv, 266 p. ; 24 cm
概要	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 col...ective 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6882402

状態	巻次	所蔵場所	請求記号	刷年	文庫名称	資料番号	コメント	予約・取寄	複写申込	自動書庫
		理系図3F 数理独自	KABA/20/1	2003		023212002006054		予約・取寄			予約・取寄

一般注記	Bibliography: p. [259]-263 Includes index
著者標目	*Kabanov, Yuri Pergamenshchikov, Sergei
書誌ID	1001405412
ISBN	3540653325
NCID	BA59717575
巻冊次	ISBN:3540653325
登録日	2009.11.02
更新日	2009.11.02