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醉染图书随机微分方程——动态系统方法9787560395135
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1 INTRODUOTION AND PRELIMINARIES
1.1 Stochastic Processes and Their Distributions
1.2 Semigroups of Linear Operators
1.3 Kernels and Semigroups of Kernels
1.4 Conditional Expectation,Martingales,and Markov Processes
1.5 Brownian Motion
2 ITO INTEGRALS AND STOCHASTC IPPERENTIAL EUATIONS
2.1 The Ito Integral
2.2 Stochastic Differential Equations and their Solutions
. Itos Formula and Examples
3 DYNAMICAL SYSTEMS AND STOCHASTIC STABILITY
3.1 "Stochastic Dynamical Systems"
3.2 Koopman and Frobenius-Perron Operators:The Deterministic Case
3.3 Koopman and Frobenius-Perron Operators:The Stochastic Case
3.4 Liapunov Stability
3.5 Markov Semigroup Stability
3.6 Long-time behavior of a stochastic predator-prey model
BIBLIOGRAPHY
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