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Stochastic Differential Equations
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Authors: Nikolaos Halidias (University of the Aegean, Greece) 
Book Description:
Stochastic calculus and stochastic differential equations play an assertive role in many applications including physics, biology, financial and actuarial modeling. Well known phenomena have been described in the past by deterministic differential equations. Due to the presence of indeterminate factors, the same phenomena can be better modeled by stochastic equations. Therefore, stochastic differential equations are more realistic to the real world than the deterministic ones. This book examines new results from different fields of interest in the wide area of stochastic differential equations and their applications. (Imprint: Nova)



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Table of Contents:
Introduction
Preface pp. i-xi

Chapter 1. Return to Equilibrium for Some Stochastic "Schrodinger Equations"
(Stephane Attal and Clement Pellegrini) pp.1-34

Chapter 2. Asymptotic stability in probability of stochastic mdifferential equations
(Oleksiy Ignatyev) pp.35-50

Chapter 3. Time regularity of solutions to stochastic evolution equations
(Anna Karczewska) pp.51-66

Chapter 4. Exponential mean square stability analysis of invariant manifolds for nonlinear SDE's
(Ryashko Lev and Bashkirtseva Irina) pp.67-96

Chapter 5. Fluctuation effects on pattern selection in the hyperbolic model of phase decomposition
(D. Kharchenko, I. Lysenko and P. K. Galenko) pp.97-128

Chapter 6. A practical approach to fractional stochastic differential equations via a fractional white noise calculus based
on modified Riemann-Liouville derivative
(Guy Jumarie)pp.129-188

Chapter 7. Stochastic inclusions with a non-Lipschitz right hand side
(Mariusz Michta and Jerzy Motyl)pp.189-232

Index pp.233-234

   Series:
      Mathematics Research Developments
   Binding: Hardcover
   Pub. Date: 2011
   Pages: 245
   ISBN: 978-1-61324-278-0
   Status: AV
  
Status Code Description
AN Announcing
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FP Final Production
EP Editorial Production
PR At Prepress
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Stochastic Differential Equations