✦ LIBER ✦

Handbook of stochastic analysis and applications

✍ Scribed by V. Lakshmikantham, D. Kannan

Book ID: 127426496
Publisher: M. Dekker
Year: 2002
Tongue: English
Weight: 8 MB
Series: Statistics, textbooks and monographs 163
Edition: 1st
Category: Library
City: New York
ISBN: 0585422869

No coin nor oath required. For personal study only.

✦ Synopsis

Twelve contributions from mathematicians in the U.S., Russia, China, and Israel present an overview of the analysis of some basic stochastic processes and stochastic equations as well as certain of their applications. Chapters in the first half of the text are devoted largely to theory, while the remainder focus on applications. A sampling of topics includes Markov processes, semimartingales, Hida's white noise theory, large deviations, control theory, stochastic game theory, and the application of optimization problems to financial mathematics.

✦ Subjects

Теория случайных процессов

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