Stochastic Analysis and Applications
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A01=Mark A. Pinsky
A01=Pinsky
Abstract Wiener Space
advanced stochastic integration methods
Author_Mark A. Pinsky
Author_Pinsky
Backward Stochastic Differential Equation
Banach Algebra
Banach Space
boundary value analysis
Brownian Motion
Category=PBT
Conditional Expectation
Diffusion
diffusion modeling
Dirichlet Problem
Distributed Parameter Systems
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Feynman Integral
Gaussian process estimation
homogenization techniques
Krein Space
Large Deviation Theorems
Linear Stochastic Differential Equations
Martingal Problem
Optimal
optimal control theory
Ordinary Differential Equation
quantum stochastic processes
Reproducing Kernel Hilbert Spaces
Stochastic Control Problem
Stochastic Differential Equation
Stochastic Flow
Stochastic Integrals
Stratonovich Integral
Stratonovich Stochastic Differential Equation
Unique Invariant Probability Measure
Wiener Functional
Wiener Hopf Equation
Wiener Space
Wiener-Like
Product details
- ISBN 9780824719067
- Weight: 816g
- Dimensions: 156 x 234mm
- Publication Date: 14 Nov 1984
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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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.
Pinsky\,
