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Stochastic systems

Stochastic differential equati. --- Stochastic differential equations. --- Stochastic systems. --- Systems, Stochastic --- Stochastic processes --- System analysis --- Differential equations --- Fokker-Planck equation --- Stochastic differential equations

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Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book i

Stochastic systems. --- Differentiable dynamical systems. --- Differential dynamical systems --- Dynamical systems, Differentiable --- Dynamics, Differentiable --- Differential equations --- Global analysis (Mathematics) --- Topological dynamics --- Systems, Stochastic --- Stochastic processes --- System analysis

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This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want t

Stochastic analysis. --- Stochastic processes. --- Stochastic systems. --- Systems, Stochastic --- Stochastic processes --- System analysis --- Random processes --- Probabilities --- Analysis, Stochastic --- Mathematical analysis --- Stochastic analysis --- Stochastic systems --- E-books

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Equilibrium --- Stochastic systems --- Equilibre --- Systèmes stochastiques --- 519.217 --- Systems, Stochastic --- Stochastic processes --- System analysis --- Balance --- Balance (Physics) --- Balancing (Physics) --- Stability --- Statics --- Markov processes --- 519.217 Markov processes --- Systèmes stochastiques

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Reliability modeling has been a major concern for engineers and managers engaged in high quality system designs. This book presents the recent advancement in reliability theory and reliability engineering. Starting from maintenance policies, the book introduces reliability analysis to systems using stochastic processes to study their optimization problems. In this book, the authors will illustrate how these techniques of reliability are applied to solve optimization problems in computer, information and network systems.

Reliability (Engineering) --- Stochastic systems. --- Reliability of equipment --- Systems reliability --- Engineering --- Maintainability (Engineering) --- Probabilities --- Systems engineering --- Plant performance --- Safety factor in engineering --- Structural failures --- Systems, Stochastic --- Stochastic processes --- System analysis