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Ergodic theorems: General ergodic theorems Densities for transition probabilities and resolvents for Markov solutions of stochastic differential equations Ergod

This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some

"This is a useful volume in which a wide selection of asymptotic techniques is clearly presented in a form suitable for both applied mathematicians and Physicis

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. Th