{"product_id":"9789819215911","title":"Numerical Analysis of Stochastic Functional Differential Equations Longtime Asymptotics and Probabilistic Characteristics","description":"\u003ch3\u003eLecture Notes in Mathematics\u003c\/h3\u003e\u003ch1\u003eNumerical Analysis of Stochastic Functional Differential Equations\u003c\/h1\u003e\u003ch2\u003eLongtime Asymptotics and Probabilistic Characteristics\u003c\/h2\u003e\u003ch3\u003eChuchu Chen | Tonghe Dang | Jialin Hong | Guoting Song\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Numerical Analysis\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\u003e\n\u003cp\u003eThis book presents the latest developments and progress in the numerical study of the stochastic functional differential equation, with a particular emphasis on the longtime asymptotics and probabilistic characteristics of numerical methods used to solve such equation. The longtime asymptotics under investigation include the time-independent convergence analysis in both the strong and weak senses, the numerical invariant measure, and the ergodicity of numerical methods. Additionally, the probabilistic characteristics of numerical solutions explored in this book encompass the density function, limit theorems, and the Freidlin–Wentzell type large deviation principle. The topics presented here lie at the intersection of several fascinating areas: numerical analysis, stochastic analysis, ergodicity theory, Malliavin calculus, large deviation theory, and probability theory, providing a rich framework to deepen our understanding of stochastic functional differential equations from both theoretical and numerical perspectives. This book will appeal to researchers interested in these topics.\u003c\/p\u003e\r\n\u003c\/div\u003e\u003cdiv\u003e\n\u003cp\u003e\u003cstrong\u003eChuchu Chen\u003c\/strong\u003e, Associate Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China\/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China\u003c\/p\u003e\r\n\u003cp\u003e\u003cstrong\u003eTonghe Dang\u003c\/strong\u003e, Postdoctor, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China\u003c\/p\u003e\r\n\u003cp\u003e\u003cstrong\u003eJialin Hong\u003c\/strong\u003e, Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China\/School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China\u003c\/p\u003e\r\n\u003cp\u003e\u003cstrong\u003eGuoting Song\u003c\/strong\u003e, Lecturer, School of Mathematics and Statistics, Changchun University, Changchun 130022, China\u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e03 August 2026\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eSpringer Nature Singapore\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eSpringer\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9789819215911\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003ePaperback \/ softback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e340\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Springer Nature Singapore","offers":[{"title":"Default Title","offer_id":47973873025164,"sku":"9789819215911","price":76.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9789819215911_57d7792f-30aa-4626-9edc-bf99b60b4212.jpg?v=1781056160","url":"https:\/\/lateknightbooks.com\/products\/9789819215911","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}