Stochastic Differential Systems
. Ed(S): Engelbert, Jeff; Schmidt, Wolfgang
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Description for Stochastic Differential Systems
Paperback. Editor(s): Engelbert, Jeff; Schmidt, Wolfgang. Series: Lecture Notes in Control and Information Sciences. Num Pages: 397 pages, 3 black & white illustrations, biography. BIC Classification: PBWL; TGPQ. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 21. Weight in Grams: 687.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
1987
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
397
Condition
New
Series
Lecture Notes in Control and Information Sciences
Number of Pages
385
Place of Publication
Berlin, Germany
ISBN
9783540180104
SKU
V9783540180104
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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