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portada Stochastic Versus Deterministic Systems of Iterative Processes
Type
Physical Book
Language
English
Pages
330
Format
Hardcover
ISBN13
9789811287473

Stochastic Versus Deterministic Systems of Iterative Processes

Gangaram S. Ladde (Author) · Masilamani Sambandham (Author) · World Scientific Publishing Company · Hardcover

Stochastic Versus Deterministic Systems of Iterative Processes - Ladde, Gangaram S. ; Sambandham, Masilamani

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Synopsis "Stochastic Versus Deterministic Systems of Iterative Processes"

State continuous 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 mode of convergence. Second, the basic probabilistic and statistical properties mean, variance, moments of qualitative/quantitative behaviour of solutions are directly described as concept of solution process or via probability distribution or density functions either. 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 focussed on the theory of systems of continuous and discrete-time deterministic; however, continuous-time and its approximation schemes of stochastic differential equations faced the problems outlined above and made slow progress in developing problems as a result. 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.

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