Numerical Analysis Of Stochastic Functional Differential Equations: Longtime Asymptotics And Probabilistic Characteristics
Language: English
Published by Springer Verlag, Singapore, 2026
- Softcover
- New
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
AbeBooks seller since January 6, 2003
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Seller Inventory # x-9819215919
- Title
- Numerical Analysis Of Stochastic Functional Differential Equations: Longtime Asymptotics And Probabilistic Characteristics
- Author
- Chen, Chuchu Dang, Tonghe Hong, Jialin Song, Guoting
- Publisher
- Springer Verlag, Singapore
- Publication year
- 2026
- Condition
- Brand New
- Binding
- Paperback
- Language
- English
- ISBN 10
- 9819215919
- ISBN 13
- 9789819215911
- Item weight
- 0.61 kilograms
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.
"Synopsis" may belong to another edition of this title.
About the Author
Chuchu Chen, Associate Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China
Tonghe Dang, Postdoctor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China
Jialin Hong, Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China
Guoting Song, Lecturer, School of Mathematics and Statistics, Changchun University, Changchun 130022, China
"About the title" may belong to another edition of this title.
Revaluation Books
Exeter, United Kingdom
AbeBooks seller since January 6, 2003
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