Recent Advances in Stochastic Calculus

Name: Recent Advances in Stochastic Calculus
Brand: Springer-Verlag New York Inc.
SKU: 9781461279990
Price: 433.29 PLN
Availability: InStock

Autor: John S. Baras, Vincent Mirelli

Język:

Oprawa: Miękka

Wydawca: Springer-Verlag New York Inc.

Dostępność: Dostępna u dostawcy

Wysyłamy za 5-8 dni

433.29 zł

This volume includes the material presented in the Distinguished Lecture Series on Stochastic Calcul...

Informacje o książce

Autor

John S. Baras, Vincent Mirelli

Język

Angielski

Oprawa

Książka - Miękka

Data wydania

2011

strony

217

EAN

9781461279990

ISBN

1461279992

Enbook ID

06795529

Wydawca

Springer-Verlag New York Inc.

Waga

359

Wymiary

155 x 235 x 13

Pełny opis

This volume includes the material presented in the Distinguished Lecture Series on Stochastic Calculus at the Systems Research Center of the University of Maryland at College Park in 1987. The purpose of these lecture series and the volume is to acquaint a wide audience with certain recent advances in stochastic calculus and with their applications to significant problems. Stochastic systems play a fundamental role in automation and information en gineering. The analysis of stochastic systems depends in a fundamental way on stochastic calculus. The subject matter is rather sophisticated, requiring a broad mathematical sophistication and maturity. Yet improper understanding or utilization of stochastic calculus in applications, especially in engineering, can lead to incorrect numerial results and faulty designs. The material included in this volume appears for the first time in book form. Considerable effort was undertaken by the authors to present the material in a form accessible to as wide an audience as possible. Some of the material appears here for the first time, while we believe that the targeted tutorial and survey nature of some of the chapters should be extremely helpful to researchers studying recent developments in stochastic calculus. The topics were selected to cover some of the most important areas for stochastic control, stochastic filtering and stochastic modeling.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Recent Advances in Stochastic Calculus

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również