Stochastic systems in merging phase space
Auteur :
Koroliuk, Vladimir S / Limnios, Nikolaos
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812565914
Date de publication :
22 déc. 2005
Langue :
Anglais
Pays d'origine :
Singapour
Provides results on the stochastic approximation of systems by weak convergence techniques. This book presents the general and particular schemes of proofs for average, diffusion, and Poisson approximations of stochastic systems to simplify complex systems and obtain numerically tractable models.