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Könyv Stochastic Differential Systems Hans Jürgen Engelbert

Stochastic Differential Systems

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

Szerző: Hans Jürgen Engelbert, Wolfgang Schmidt
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
19 342 Ft
The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line...

Információk a könyvről

Szerző
Hans Jürgen Engelbert, Wolfgang Schmidt
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1987
oldal
385
EAN
9783540180104
ISBN
3540180109
Enbook ID
02172538
Kiadó
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Súly
688
Méretek
170 x 244 x 16

Teljes leírás

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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