| 000 -LEADER |
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| fixed length control field |
02213 a2200277 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250113145243.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250110b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9783030412906 |
| 040 ## - CATALOGING SOURCE |
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| Transcribing agency |
IIT Kanpur |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.22 |
| Item number |
K959a |
| 100 ## - MAIN ENTRY--AUTHOR NAME |
|---|
| Personal name |
Kulinich, Grigorij |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Asymptotic analysis of unstable solutions of stochastic differential equations |
| Statement of responsibility, etc |
Grigorij Kulinich, Svitlana Kushnirenko and Yuliya Mishura |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher |
Springer |
| Year of publication |
2020 |
| Place of publication |
Switzerland |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xv, 240p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Bocconi and Springer series : mathematics, statistics, finance and economics |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
/ edited by Beatrice Acciaio ...[et al.] |
| Volume number/sequential designation |
; v.9 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This book is devoted to unstable solutions of stochastic differential equations (SDEs). Despite the huge interest in the theory of SDEs, this book is the first to present a systematic study of the instability and asymptotic behavior of the corresponding unstable stochastic systems. The limit theorems contained in the book are not merely of purely mathematical value; rather, they also have practical value. Instability or violations of stability are noted in many phenomena, and the authors attempt to apply mathematical and stochastic methods to deal with them. The main goals include exploration of Brownian motion in environments with anomalies and study of the motion of the Brownian particle in layered media. A fairly wide class of continuous Markov processes is obtained in the limit. It includes Markov processes with discontinuous transition densities, processes that are not solutions of any Itô's SDEs, and the Bessel diffusion process. The book is self-contained, with presentation of definitions and auxiliary results in an Appendix. It will be of value for specialists in stochastic analysis and SDEs, as well as for researchers in other fields who deal with unstable systems and practitioners who apply stochastic models to describe phenomena of instability. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Differential calculus and equations |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematics functional analysis |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Stochastic differential equations |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Kushnirenko, Svitlana |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Mishura, Yuliya |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
