Stochastic Differential and Difference Equations (Progress in Systems and Control Theory)

Csiszar, I.; Michaletzky, Gy. (eds.)

ISBN 10: 0817639713 / ISBN 13: 9780817639716

Verlag: Birkhauser, Boston, 1997

Beschreibung

Hardcover. No jacket. One or two light marks on page block head. Binding is visible between FEP and title page. Pages are clean and text is clear throughout. Binding is sound. HJW.

Bestandsnummer des Verkäufers 293741

Bibliografische Details

• Titel: Stochastic Differential and Difference Equations (Progress in Systems and Control Theory)
• Verlag: Birkhauser, Boston
• Veröffentlichungsdatum: 1997
• Sprache: Englisch
• ISBN-10: 0817639713
• ISBN-13: 9780817639716
• Bindung: Hardcover
• Zustand: Good
• Zustand des Schutzumschlags: No dust jacket
• Buchtyp: Used
• Verkäuferkataloge:
  • Science - Chemistry/Biochemistry/Physics

Über diesen Titel

Inhaltsangabe

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.

Reseña del editor

This volume contains a selection of papers presented at the Conference on Stochastic Differential and Difference Equations held in Hungary, August 1996. The papers cover a wide range of contemporary topics in stochastics with particular reference to control theory.