Erhältlich:
Nicht auf Lager
Buch (Softcover): Fachbuch
Numerical Analysis of Stochastic Functional Differential Equations
Longtime Asymptotics and Probabilistic Characteristics
Verlag:
Springer EN Unsere-Artikel-Nr.: P34981643
EAN: 9789819215911
Erhältlich:
Nicht auf Lager
Zustellung: Mo, 28.09.2026
Versand: Kostenlos
-11.2 %
CHF 103.–
CHF 91.50
Beschreibung
This book presents the latest developments and progress in the numerical study of the stochastic functional differential equation, with a particular emphasis on the longtime asymptotics and probabilistic characteristics of numerical methods used to solve such equation. The longtime asymptotics under investigation include the time-independent convergence analysis in both the strong and weak senses, the numerical invariant measure, and the ergodicity of numerical methods. Additionally, the probabilistic characteristics of numerical solutions explored in this book encompass the density function, limit theorems, and the Freidlin-Wentzell type large deviation principle. The topics presented here lie at the intersection of several fascinating areas: numerical analysis, stochastic analysis, ergodicity theory, Malliavin calculus, large deviation theory, and probability theory, providing a rich framework to deepen our understanding of stochastic functional differential equations from both theoretical and numerical perspectives. This book will appeal to researchers interested in these topics.
Spezifikationen
Sprache
- Englisch
Autor
- Jialin Hong
- Chuchu Chen
- Tonghe Dang
- Guoting Song
Zielgruppe
- Research
Erscheinungsjahr
- 2026
Format
- Buch (Softcover)
Anzahl Seiten
- 346