An Introduction to Stochastic Dynamics

Jinquiao Duan

Publisher:

Cambridge University Press

Publication Date:

2015

Number of Pages:

291

Format:

Hardcover

Series:

Cambridge Texts in Applied Mathematics

Price:

64.99

ISBN:

9781107428201

Category:

Monograph

MAA Review
Table of Contents

We do not plan to review this book.

1. Introduction
2. Background in analysis and probability
3. Noise
4. A crash course in stochastic differential equations
5. Deterministic quantities for stochastic dynamics
6. Invariant structures for stochastic dynamics
7. Dynamical systems driven by non-Gaussian Lévy motions.

Tags:

Dynamical Systems