Abstract Wiener Space
Backward Stochastic Differential Equation
Banach Algebra
Banach Space
Brownian Motion
Category=PB
Category=PBKF
Conditional Expectation
Dirichlet Problem
Distributed Parameter Systems
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Feynman Integral
Krein Space
Large Deviation Theorems
Linear Stochastic Differential Equations
Martingal Problem
Ordinary Differential Equation
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
Product details
- ISBN 9780367451783
- Weight: 453g
- Dimensions: 156 x 234mm
- Publication Date: 02 Dec 2019
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
Secure
checkout
Fast Shipping
Easy returns
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\ Mark A.
