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＜電子ブック＞
Stochastic Differential Equations : With Applications to Physics and Engineering / by K. Sobczyk
(Mathematics and its Applications, East European Series ; 40)

版	1st ed. 1991.
出版者	Dordrecht : Springer Netherlands : Imprint: Springer
出版年	1991
本文言語	英語
大きさ	XVI, 400 p : online resource
冊子体	Stochastic differential equations : with applications to physics and engineering / by Kazimierz Sobczyk
著者標目	*Sobczyk, K author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Multibody systems LCSH:Vibration LCSH:Mechanics, Applied LCSH:Measure theory FREE:Probability Theory FREE:Multibody Systems and Mechanical Vibrations FREE:Measure and Integration
一般注記	Introduction: Origin of Stochastic Differential Equations -- I. Stochastic Processes — Short ResumÉ -- 1. Introductory Remarks -- 2. Probability and Random Variables -- 3. Stochastic Processes — Basic Concepts -- 4. Gaussian Processes -- 5. Stationary Processes -- 6. Markov Processes -- 7. Processes With Independent Increments; Wiener Process And Poisson Process -- 8. Point Stochastic Processes -- 9. Martingales -- 10. Generalized Stochastic Processes; White Noise -- 11. Processes with Values in Hilbert Space -- 12. Stochastic Operators -- Examples -- II. Stochastic Calculus: Principles and Results -- 13. Introductory Remarks -- 14. Processes of Second Order; Mean Square Analysis -- 15. Analytical Properties of Sample Functions -- 16. ITÔ Stochastic Integral -- 17. Stochastic Differentials. ITÔ Formula -- 18. Counting Stochastic Integral -- 19. Generalizations -- Examples -- III. Stochastic Differential Equations: Basic Theory -- 20. Introductory Remarks -- 21. Regular Stochastic Differential Equations -- 22. ITÔ Stochastic Differential Equations -- 23. Stochastic Abstract Differential Equations -- IV. Stochastic Differential Equations: Analytical Methods -- 24. Introductory Remarks -- 25. Systems with Random Initial Conditions -- 26. Linear Systems with Random Excitation -- 27. Nonlinear Systems with Random Excitation -- 28. Stochastic Systems -- 29. Stochastic Partial Differential Equations -- V. Stochastic Differential Equations: Numerical Methods -- 30. Introductory Remarks -- 31. Deterministic Equations: Basic Numerical Methods -- 32. Approximate Schemes for Regular Stochastic Equations -- 33. Numerical Integration of ITÔ Stochastic Equations -- VI. Applications: Stochastic Dynamics of Engineering Systems -- 34. Introduction -- 35. Random Vibrations of Road Vehicles -- 36. Response of Structures toTurbulent Field -- 37. Response of Structures To Earthquake Excitation -- 38. Response of Structures to Sea Waves -- 39. Stochastic Stability of Structures -- 40. Other Problems -- Appendix. -- A.1. Cauchy formula -- A.2. Gronwall-Bellman inequality -- References Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/978-94-011-3712-6

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