http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Stochastic versus deterministic systems of differential equations
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes--stochastic and deterministic--as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluc.
PREFACE; CONTENTS; NOTATION AND ABBREVIATIONS; CHAPTER 1: RANDOM POLYNOMIALS; CHAPTER 2: ORDINARY DIFFERENTIAL SYSTEMS WITH RANDOM PARAMETERS; CHAPTER 3: BOUNDARY VALUE PROBLEMS WITH RANDOM PARAMETERS; CHAPTER 4: ITO-TYPE STOCHASTIC DIFFERENTIAL SYSTEMS; CHAPTER 5: BOUNDARY VALUE PROBLEMS OF ITO-TYPE; APPENDIX; REFERENCES; INDEX.
Includes bibliographical references and index.
Monographs and textbooks in pure and applied mathematics ; 260