Download E-books Two-Scale Stochastic Systems: Asymptotic Analysis and Control (Stochastic Modelling and Applied Probability) PDF

By Yuri Kabanov

Two-scale structures defined through singularly perturbed Sdes were the topic of plentiful literature. notwithstanding, this new monograph develops matters that have been hardly ever addressed and will take delivery of the collective description "Stochastic Tikhonov-Levinson conception and its applications." The e-book offers a mathematical equipment designed to research the dynamic behaviour of a randomly perturbed process with quickly and gradual variables. not like the deterministic Tikhonov-Levinson concept, the fundamental version is defined in a extra sensible manner via stochastic differential equations. This ends up in a few new theoretical questions yet concurrently permits us to regard in a unified method an incredibly extensive spectrum of purposes like speedy modulations, approximate filtering, and stochastic approximation.

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