Stochastic versus Deterministic Systems of Differential Equations (Pure and Applied Mathematics)

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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/fluctuations and parameter uncertainties both deterministic and stochastic.

Author(s): G. S. Ladde, M. Sambandham
Edition: 1
Year: 2003

Language: English
Pages: 300

PREFACE......Page 10
CONTENTS......Page 14
NOTATION AND ABBREVIATIONS......Page 18
CHAPTER 1: RANDOM POLYNOMIALS......Page 23
CHAPTER 2: ORDINARY DIFFERENTIAL SYSTEMS WITH RANDOM PARAMETERS......Page 59
CHAPTER 3: BOUNDARY VALUE PROBLEMS WITH RANDOM PARAMETERS......Page 153
CHAPTER 4: ITO-TYPE STOCHASTIC DIFFERENTIAL SYSTEMS......Page 241
CHAPTER 5: BOUNDARY VALUE PROBLEMS OF ITO-TYPE......Page 289
APPENDIX......Page 311
REFERENCES......Page 323
INDEX......Page 335