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Carte Stochastic Differential Systems Hans Jürgen Engelbert

Stochastic Differential Systems

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

Autor: Hans Jürgen Engelbert, Wolfgang Schmidt
Limbă: engleză
Legare: Carte broșată
Editura: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Disponibilitate: În depozitul extern în cantități mici
Expediem în 11-15 zile
297.23 lei
The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line...

Informații despre carte

Autor
Hans Jürgen Engelbert, Wolfgang Schmidt
Limbă
engleză
Legare
Carte - Carte broșată
Publicat
1987
Pagini
385
EAN
9783540180104
ISBN
3540180109
Enbook ID
02172538
Editura
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Greutate
688
Dimensiuni
170 x 244 x 16

Descriere completă

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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