Stochastic Analysis and Applications: Advances in Probability and Related Topics
Autor Mark A. Pinskyen Limba Engleză Paperback – 2 dec 2019
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Specificații
ISBN-13: 9780367451783
ISBN-10: 0367451786
Pagini: 472
Dimensiuni: 156 x 234 x 24 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Advances in Probability and Related Topics
ISBN-10: 0367451786
Pagini: 472
Dimensiuni: 156 x 234 x 24 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Advances in Probability and Related Topics
Public țintă
ProfessionalCuprins
1. Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups 2. Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at the Exit of a Domain 3. Necessary Conditions on Optimal Markov Controls for Stochastic Processes 4. On Wavefront Propagation in Periodic Media 5. Wiener-Like integrals for Gaussian Processes and the Linear Estimation Problem 6. Stochastic Flows of Diffeomorphisms 7. Differentiability in Measure for Stochastic Differential Equations 8. Generalized Feynman integrals Using Analytic Continuation in Several Complex Variables 9. Stochastic Differential Equations and Stochastic Flows of Homeomorphisms 10. Approximation of Processes and Applications to Control and Communication theory 11. An Analog to the Stochastic integral for 12. A Complex Measure Related to the Schrodinger Equation 13. On the Nearness of Two Solutions in Comparison theorems for One-Dimensional Stochastic Differential Equations 14. Estimation theory in Hilbert Spaces and its Applications 15. Homogenization of Diffusion Processes with Boundary Conditions 16. Diffusion Approximation of Some Stochastic Difference Equations
Descriere
This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.