This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Random Perturbation Methods with Applications in Science and Engineering (Applied Mathematical Sciences, 150)

Science & Math

Hoppensteadt, Frank C.

Skorokhod, Anatoli V.

Salehi, Habib D.

Mathematics

Springer

This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications.Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Random Perturbation Methods with Applications in Science and Engineering (Applied Mathematical Sciences)

From the Reviews: "Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection." --D.W. Stroock, Bulletin of the American Mathematical Society, 1980

The Theory of Stochastic Processes I (Classics in Mathematics)

Gikhman, Iosif I.

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Books by Skorokhod, Anatoli V.