Evans L.C. An Introduction to Stochastic Differential Equations

формат pdf
размер 1.28 МБ
добавлен 26 января 2011 г.

UC Berkeley, 2006. - 139 pages.

These notes survey, without too many precise details, the basic theory of probability, random differential equations and some applications. A really careful treatment assumes the students' familiarity with probability theory, measure theory, ordinary differential equations, and partial differential equations as well. The author tried to design these lectures so that starting graduate students can follow most of the theory, at the cost of some omission of detail and precision.

Похожие разделы

Смотрите также

Alligood K., Sauer T., Yorke J.A. Chaos: An Introduction to Dynamical Systems

формат pdf
размер 7.28 МБ
добавлен 18 мая 2010 г.

New York: Springer, 1996. - 612 pp. На англ. яз. Chaos: An Introduction to Dynamical Systems is a new textbook aimed at introducing the world of nonlinear dynamics and chaos to students in mathematics and the sciences. The authors' goal is to explain the basic concepts in a way that reflects the wide range of influences present during the development of nonlinear dynamics, from mathematics, theoretical science, experimental science, and computer...

Arrowsmith D.K., Place C.M. Dynamical systems. Differential equations maps and chaotic behaviour

формат djvu
размер 5.42 МБ
добавлен 14 января 2011 г.

Chapman & Hall, 1992. - 330 pages. In recent years there has been unprecedented popular interest in the chaotic behavior of discrete dynamical systems. The ease with which a modest microcomputer can produce graphics of extraordinary complexity has fired the interest of mathematical-minded people from pupils in schools to postgraduate students. At undergraduate level, there is a need to give a basic account of the computed complexity within a...

Carr J. Applications Of Centre Manifold Theory

формат djvu
размер 671.27 КБ
добавлен 26 января 2011 г.

Springer, 1981. - 142 pages. These notes are based on a series of lectures given in the Lefschetz Center for Dynamical Systems in the Division of Applied Mathematics at Brown University during the academic year 1978-79. The purpose of the lectures was to give an introduction to the applications of centre manifold theory to differential equations. Most of the material is presented in an informal fashion, by means of worked examples in the hope th...

Cheban D.N. Global Attractors Of Non-autonomous Dissipative Dynamical Systems

формат pdf
размер 2.92 МБ
добавлен 25 мая 2011 г.

World Scientific Publishing Company, 2004. - 528 pages. The study of attractors of dynamical systems occupies an important position in the modern qualitative theory of differential equations. This engaging volume presents an authoritative overview of both autonomous and non-autonomous dynamical systems, including the global compact attractor. From an in-depth introduction to the different types of dissipativity and attraction, the book takes a c...

Fekan M. Bifurcation and Chaos in Discontinuous and Continuous Systems

формат pdf
размер 2.59 МБ
добавлен 15 августа 2011 г.

Springer, 2011. - 390 pages. "Bifurcation and Chaos in Discontinuous and Continuous Systems" provides rigorous mathematical functional-analytical tools for handling chaotic bifurcations along with precise and complete proofs together with concrete applications presented by many stimulating and illustrating examples. A broad variety of nonlinear problems are studied involving difference equations, ordinary and partial differential equations, dif...

Hale J.K., Magalhaes L.T., Oliva W.M. Dynamics in Infinite Dimensions

формат pdf
размер 2.13 МБ
добавлен 30 ноября 2011 г.

Springer, 2002. - 293 pages. From the reviews of the second edition: "This book presents a contemporary geometric theory of infinite-dimensional dynamical systems where the major emphasis is on retarded functional-differential equations. … Each chapter contains some abstract theorems but the authors give some examples as well illustrating these general results and having interesting applications.

Hirsch M., Smale S., Devaney R., Differential Equations, Dynamical Systems, and an Introduction to Chaos

формат pdf
размер 3.19 МБ
добавлен 27 сентября 2010 г.

Название: Hirsch M. ,Smale S. , Devaney R. , Differential Equations, Dynamical Systems, and an Introduction to Chaos. Издательство: Academic. Год: 2003. ISBN: 0123497035. Thirty years in the making, this revised text by three of the world's leading mathematicians covers the dynamical aspects of ordinary differential equations. it explores the relations between dynamical systems and certain fields outside pure mathematics, and has become the stand...

Kulenovic M.R., Merino O. Discrete Dynamical Systems and Difference Equations with Mathematica

формат pdf
размер 13.08 МБ
добавлен 27 декабря 2010 г.

Chapman & Hall/CRC, 2004. - 360 pages. Following the work of Yorke and Li in 1975, the theory of discrete dynamical systems and difference equations developed rapidly. The applications of difference equations also grew rapidly, especially with the introduction of graphical-interface software that can plot trajectories, calculate Lyapunov exponents, plot bifurcation diagrams, and find basins of attraction. Modern computer algebra systems have...

Nayfeh A.H. Introduction to Perturbation Techniques

формат djvu
размер 4.87 МБ
добавлен 28 ноября 2011 г.

Wiley-VCH, 1993. - 536 Pages. Similarities, differences, advantages and limitations of perturbation techniques are pointed out concisely. The techniques are described by means of examples that consist mainly of algebraic and ordinary differential equations. Each chapter contains a number of exercises.

Oksendal B. Stochastic Differential Equations: An Introduction with Applications

формат djvu
размер 2.69 МБ
добавлен 26 января 2011 г.

Springer, 2003. - 360 pages. This book gives an introduction to the basic theory of stochastic calculus and its applications. Examples are given throughout the text, in order to motivate and illustrate the theory and show its importance for many applications in e.g. economics, biology and physics. The basic idea of the presentation is to start from some basic results (without proofs) of the easier cases and develop the theory from there, and to...