Kniha Stochastic Differential Systems Hans Jürgen Engelbert

Stochastic Differential Systems

Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6-13, 1986

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: Skladom u dodávateľa
Odosielame za 5-8 dní
50.00
The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
1987
Stránok
385
EAN
9783540180104
ISBN
3540180109
Enbook ID
02172538
Hmotnosť
688
Rozmery
170 x 244 x 16

Kompletný popis

The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.

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