Mark A. Pinsky

Stochastic Analysis and Applications (eBook, PDF)

• Format: PDF

Produktbeschreibung

This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.

---

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 472
• Erscheinungstermin: 14. Oktober 2020
• Englisch
• ISBN-13: 9781000110357
• Artikelnr.: 60394539

Autorenporträt

Pinsky\,

Inhaltsangabe

1. Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups
2. Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at
the Exit of a Domain 3. Necessary Conditions on Optimal Markov Controls for
Stochastic Processes 4. On Wavefront Propagation in Periodic Media 5.
Wiener-Like integrals for Gaussian Processes and the Linear Estimation
Problem 6. Stochastic Flows of Diffeomorphisms 7. Differentiability in
Measure for Stochastic Differential Equations 8. Generalized Feynman
integrals Using Analytic Continuation in Several Complex Variables 9.
Stochastic Differential Equations and Stochastic Flows of Homeomorphisms
10. Approximation of Processes and Applications to Control and
Communication theory 11. An Analog to the Stochastic integral for 12. A
Complex Measure Related to the Schrodinger Equation 13. On the Nearness of
Two Solutions in Comparison theorems for One-Dimensional Stochastic
Differential Equations 14. Estimation theory in Hilbert Spaces and its
Applications 15. Homogenization of Diffusion Processes with Boundary
Conditions 16. Diffusion Approximation of Some Stochastic Difference
Equations