Asymptotic analysis of unstable solutions of stochastic differential equations / Grigorij Kulinich, Svitlana Kushnirenko, Yuliya Mishura.

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 theorem...

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Bibliographic Details
Main Author: Kulinich, Grigorij
Other Authors: Kushnirenko, Svitlana, Mishura, I︠U︡lii︠a︡ S.
Format: eBook
Language:English
Published: Cham : Springer, 2020.
Series:Bocconi & Springer series ; 9.
Subjects:
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