EAN: 9783319075860

STOCHASTIC EQUATIONS THEORY AND APPLICATIONS IN...

This monograph set presents a consistent and self-contained framework of stochastic dynamic
systems with maximal possible completeness. Volume 1 presents the basic concepts  exact results
and asymptotic approximations of the theory of stochastic equations on the basis of the
developed functional approach. This approach offers a possibility of both obtaining exact
solutions to stochastic problems for a number of models of fluctuating parameters and
constructing various asymptotic buildings. Ideas of statistical topography are used to discuss
general issues of generating coherent structures from chaos with probability one  i.e.  almost
in every individual realization of random parameters. The general theory is illustrated with
certain problems and applications of stochastic mathematical physics in various fields such as
mechanics  hydrodynamics  magnetohydrodynamics  acoustics  optics  and radiophysics.

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