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"In this collection, the authors begin by introducing a methodology for examining continuous-time Ornstein-Uhlenbech family processes defined by stochastic differential equations (SDEs). Additionally, a study is presented introducing the mathematics of mixed effect parameters in univariate and bivariate SDEs and describing how such a model can be used to aid our understanding of growth processes using real world datasets. Results and experience from applying the concepts and techniques in an extensive individual tree and stand growth modeling program in Lithuania are described as examples. Next, the authors present a review paper on J-calculus, as well as a contributed paper which displays some new results on the topic and deepens some special properties in relation with non-differentiability of functions. Following this, this book develops the general framework to be used in our papers [2, 9, 8]. The starting point for the discussion will be the standard risk-sensitive structures, and how constructions of this kind can be given a rigorous treatment. The risk-sensitive optimal control is also investigated by using the extending part of this of problem of backward stochastic equation. In the closing article, the authors note that the square of an O-U process is the Cox-Ingersoll-Ross process used as a model for volatility in finance. The filtered form of the original hazard rate based on this new observation is also studied. If the difference between the original hazard rate and the filtered one is not significant, then the person is not affected by the new frailty"--

Stochastic differential equations.

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The aim of this book is to give a systematic and self-contained presentation of basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and Banach, spaces. These are a generalization of stochastic differential equations as introduced by Itô and Gikham that occur, for instance, when describing random phenomena that crop up in science and engineering, as well as in the study of differential equations. The book is divided into three parts. In the first the authors give a self-contained exposition of the basic properties of probability measure on separable Banach and Hilbert spaces, as required later; they assume a reasonable background in probability theory and finite dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation, and the third concerns the qualitative properties of those solutions. Appendices gather together background results from analysis that are otherwise hard to find under one roof. The book ends with a comprehensive bibliography that will contribute to the book's value for all working in stochastic differential equations.

Stochastic partial differential equations. --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial

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Rigorous error estimates for amplitude equations are well known for deterministic PDEs, and there is a large body of literature over the past two decades. However, there seems to be a lack of literature for stochastic equations, although the theory is being successfully used in the applied community, such as for convective instabilities, without reliable error estimates at hand. This book is the first step in closing this gap. The author provides details about the reduction of dynamics to more simpler equations via amplitude or modulation equations, which relies on the natural separation of ti

Stochastic partial differential equations. --- Banach spaces, Stochastic differential equations in --- Hilbert spaces, Stochastic differential equations in --- SPDE (Differential equations) --- Stochastic differential equations in Banach spaces --- Stochastic differential equations in Hilbert spaces --- Differential equations, Partial

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This book provides the mathematical definition of white noise and gives its significance. White noise is in fact a typical class of idealized elemental (infinitesimal) random variables. Thus, we are naturally led to have functionals of such elemental random variables that is white noise. This book analyzes those functionals of white noise, particularly the generalized ones called Hida distributions, and highlights some interesting future directions. The main part of the book involves infinite dimensional differential and integral calculus based on the variable which is white noise. The present

White noise theory. --- Stochastic analysis. --- Stochastic differential equations.

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Stochastic differential equations. --- Equacions diferencials estocàstiques --- Stochastic differential equations --- Numerical solutions. --- Anàlisi numèrica --- Equació de Fokker-Planck --- Numerical analysis --- Differential equations --- Fokker-Planck equation