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Probabilistic Analysis and Related Topics (eBook, PDF)

Volume 3

Redaktion: Bharucha-Reid, A. T.
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Probabilistic Analysis and Related Topics, Volume 3 focuses on the continuity, integrability, and differentiability of random functions, including operator theory, measure theory, and functional and numerical analysis.The selection first offers information on the qualitative theory of stochastic systems and Langevin equations with multiplicative noise. Discussions focus on phase-space evolution via direct integration, phase-space evolution, linear and nonlinear systems, linearization, and generalizations. The text then ponders on the stability theory of stochastic difference systems and Markov...

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