Stochastic Differential Systems

Lingua: inglese

Editore: Springer Berlin Heidelberg Dez 1980, 1980

3540104984 / 9783540104988

Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.

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Venditore AbeBooks dal 11 gennaio 2012

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This item is printed on demand - it takes 3-4 days longer - Neuware -InhaltsangabeSome estimation problems for stochastic differential equations.- Applications of stochastic differential equations to the description of turbulent equations.- On semimartingales with values in Euclidean halfspaces.- Multiplicative operator functional of markov processes and their applications.- On the predictable jumps of martingales.- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure.- On bellman equation for controlled degenerate general stochastic processes.- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process.- On the semigroup theory of stochastic control.- Stationary solutions of the stochastic Navier-Stokes equations.- On absolute continuity of probability measures for markov-itô processes.- Representations of Gaussian random fields.- Continuous additive & -processes.- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process.- The maximum rate of convergence of discrete approximations for stochastic differential equations.- Approximation of itô integral equations.- A probabilistic approach to the representation problem of martingales as stochastic integral.- Diffusion in regions with many small holes.- Exterior dirichlet problems and the asymptotic behavior of diffusions.- On stochastic bang-bang control.- Structure of martingales under random change of time.- On stochastic equations with unbounded coefficients for jump processes.- To the maximum principle theory for problems of control of stochastic differential equations.- Diffusion processes with singular characteristics.- Construction and properties of a class of stochastic integrals.- The asymptotic statistical problems for fields of diffusion type.- A note on strong solutions of stochastic differential equations with random coefficients.- Non-equilibrium solutions of an infinite system of stochastic differential equations.- On conditions for uniform integrability for continuous exponential martingales.- On weak compactiness of the sets of multiparameter stochastic processes.- Limit theorems for stocha stic equations with partial derivatives.- Formula for conditional Wiener integrals.- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation.- On a dirichlet problem with random coefficients.- Stochastic spectral equations. 380 pp. Englisch.…

Codice articolo 9783540104988

Titolo
Stochastic Differential Systems
Autore
B. Grigelionis
Editore
Springer Berlin Heidelberg Dez 1980
Anno di pubblicazione
1980
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3540104984
ISBN 13
9783540104988
Peso dell'articolo
655 grammi
Dimensioni
244x170x21 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 11 gennaio 2012

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 5 a 15 giorni lavorativiDa 5 a 15 giorni lavorativi
Primo articoloEUR 23,00EUR 23,00
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