Stochastic Versus Deterministic Systems Of Iterative Processes

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Gangaram S Ladde (Univ Of South Florida, Usa) Masilamani Sambandham (Morehouse College, Usa)

Stochastic Versus Deterministic Systems Of Iterative Processes

Gangaram S Ladde (Univ Of South Florida, Usa), Masilamani Sambandham (Morehouse College, Usa)

$320.95 $257.15

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English

World Scientific Publishing Co Pte Ltd
29 May 2024

Differential calculus & equations; Applied mathematics

Series: Trends in Abstract and Applied Analysis

Summary
Details

Continuous state dynamic models can be reformulated into discrete state processes. This process generates numerical schemes that lead theoretical iterative schemes. This type of method of stochastic modelling generates three basic problems. First, the fundamental properties of solution, namely, existence, uniqueness, measurability, continuous dependence on system parameters depend on mode of convergence. Second, the basic probabilistic and statistical properties, namely, the behavior of

mean, variance, moments of solutions are described as qualitative/quantitative properties of solution process.

We observe that the nature of probability distribution or density functions possess

the qualitative/quantitative properties of iterative prosses as a special case. Finally, deterministic versus stochastic modelling of dynamic processes is to what extent the stochastic mathematical model differs from the corresponding deterministic model in the absence of random disturbances or fluctuations and uncertainties.

Most literature in this subject was developed in the 1950s, and focused on the theory of systems of continuous and discrete-time deterministic; however, continuous-time and its approximation schemes of stochastic differential equations faced the solutions outlined above and made slow progress in developing problems. This monograph addresses these problems by presenting an account of stochastic versus deterministic issues in discrete state dynamic systems in a systematic and unified way.

By: Gangaram S Ladde (Univ Of South Florida Usa), Masilamani Sambandham (Morehouse College, Usa)
Imprint: World Scientific Publishing Co Pte Ltd
Country of Publication: Singapore
Volume: 11
ISBN: 9789811287473
ISBN 10: 9811287473
Series: Trends in Abstract and Applied Analysis
Pages: 356
Publication Date: 29 May 2024
Audience: College/higher education , Professional and scholarly , Primary , Undergraduate
Format: Hardback
Publisher's Status: Active

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Stochastic Versus Deterministic Systems Of Iterative Processes

Gangaram S Ladde (Univ Of South Florida, Usa), Masilamani Sambandham (Morehouse College, Usa)

$320.95 $257.15

Hardback

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