Lectures on Dynamics of Stochastic Systems - 9780123849663

Lectures on Dynamics of Stochastic SystemsAuthor(s): Valery I. Klyatskin\nFormat: Hardback\nPublisher: Elsevier Science Publishing Co Inc, United States\nImprint: Elsevier Science Publishing Co Inc\nISBN-13: 9780123849663, 978-0123849663\nSynopsis\nFluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book is a revised and more comprehensive version of Dynamics of Stochastic Systems. Part I provides an introduction to the topic. Part II is devoted to the general .