Stochastic Differential and Difference Equations

Name: Stochastic Differential and Difference Equations
Brand: Birkhäuser
SKU: 9780817639716
Price: 2187 CZK
Availability: InStock

Autor: Imre Csiszar, Gy. Michaletzky

Jazyk:

Vazba: Pevná

Vydavatel: Birkhäuser

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

2 187 Kč

Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S...

Informace o knize

Autor

Imre Csiszar, Gy. Michaletzky

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2012

Stránek

357

EAN

9780817639716

Enbook ID

01399173

Vydavatel

Birkhäuser

Hmotnost

715

Rozměry

160 x 240 x 20

Kompletní popis

Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.

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Stochastic Differential and Difference Equations

Informace o knize

Kompletní popis

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