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Delay and Stochastic Differential Equations: Modelling in Finance, Life Sciences, and Engineering
Hardcover
Series: Iciam2023 Springer, Book 12
General MathematicsProbability & Statistics
ISBN13: 9789819573097
Publisher: Springer
Published: May 7 2026
Pages: 200
Weight: 1.06
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
This book presents the proceedings of two minisymposia--Delay and Stochastic Differential Equations in Life Sciences and Engineering and Stochastic Modelling in Finance--held at the International Congress on Industrial and Applied Mathematics (ICIAM) 2023 in Tokyo, Japan. It brings together a diverse collection of theoretical and applied research in delay and stochastic differential equations (DDEs and SDEs), showcasing the depth and breadth of current developments in these areas.
The papers included in this book reflect the high quality and versatility of research presented at the sessions. Covering a wide range of topics, they collectively illustrate the richness of delay and stochasticity as drivers of complex dynamical behavior. Each contribution has undergone a rigorous peer-review process to ensure the highest standards of publication.
Key topics include delay and resonance, periodic solutions, numerical methods for SDEs, Cesà ro limits for Volterra convolution equations, stochastic modeling and big data in finance, incomplete market analysis, deterministic and stochastic pantograph equations.
This book aims to provide readers with a cohesive and insightful overview of current research in DDEs and SDEs, while inspiring future innovations and applications across disciplines--from physics and biology to financial engineering.
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