Stochastic versus Deterministic Systems of Differential Equations

1st Edition

G. S. Ladde, M. Sambandham

CRC Press
Published December 5, 2003
Reference - 300 Pages
ISBN 9780824746971 - CAT# DK5749
Series: Chapman & Hall/CRC Pure and Applied Mathematics

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Summary

This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/fluctuations and parameter uncertainties both deterministic and stochastic.

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