Numerical Analysis of Stochastic Functional Differential Equations

Longtime Asymptotics and Probabilistic Characteristics

Produkt bewerten

Jialin Hong

▪Chuchu Chen

▪Tonghe Dang

Verlag:

Springer EN

Unsere-Artikel-Nr.: P34981643

EAN: 9789819215911

Erhältlich:

Nicht auf Lager

Zustellung: Do, 20.08.2026

Versand: Kostenlos

-11.1 %

CHF 104.–

CHF 92.50

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