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Stochastic Differential Equations: A Dynamical Systems Approach


Metadata FieldValueLanguage
dc.contributor.advisorSchmidt, Paul G.
dc.contributor.advisorHetzer, Georgen_US
dc.contributor.advisorLiao, Mingen_US
dc.contributor.advisorShen, Wenxianen_US
dc.contributor.authorHollingsworth, Blaneen_US
dc.date.accessioned2008-09-09T21:12:36Z
dc.date.available2008-09-09T21:12:36Z
dc.date.issued2008-05-15en_US
dc.identifier.urihttp://hdl.handle.net/10415/5
dc.description.abstractThe relatively new subject of stochastic differential equations has increasing impor- tance in both theory and applications. The subject draws upon two main sources, prob- ability/stochastic processes and differential equations/dynamical systems. There exists a signifcant \culture gap"" between the corresponding research communities. The objec- tive of the dissertation project is to present a concise yet mostly self-contained theory of stochastic differential equations from the differential equations/dynamical systems point of view, primarily incorporating semigroup theory and functional analysis techniques to study the solutions. Prerequisites from probability/stochastic processes are developed as needed. For continuous-time stochastic processes whose random variables are (Lebesgue) absolutely continuous, the Fokker-Planck equation is employed to study the evolution of the densities, with applications to predator-prey models with noisy coeffcients.en_US
dc.language.isoen_USen_US
dc.subjectMathematics and Statisticsen_US
dc.titleStochastic Differential Equations: A Dynamical Systems Approachen_US
dc.typeDissertationen_US
dc.embargo.lengthNO_RESTRICTIONen_US
dc.embargo.statusNOT_EMBARGOEDen_US

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