Almost Periodic Stochastic Processes
Author | : Paul H. Bezandry |
Publisher | : Springer Science & Business Media |
Total Pages | : 247 |
Release | : 2011-04-07 |
ISBN-10 | : 9781441994769 |
ISBN-13 | : 1441994769 |
Rating | : 4/5 (69 Downloads) |
Book excerpt: This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations. It is in part a sequel of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that is entirely devoted to almost periodic random processes and their applications. The topics treated in it range from existence, uniqueness, and stability of solutions for abstract stochastic difference and differential equations.