Stochastic analysis and applications:
Saved in:
| Format: | Book |
|---|---|
| Language: | English |
| Published: |
New York [u.a.]
Dekker
1984
|
| Series: | Advances in probability and related topics
7 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 460 S. |
| ISBN: | 0824719069 |
Staff View
MARC
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| 245 | 1 | 0 | |a Stochastic analysis and applications |c ed. by Mark A. Pinsky |
| 264 | 1 | |a New York [u.a.] |b Dekker |c 1984 | |
| 300 | |a X, 460 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Advances in probability and related topics |v 7 | |
| 650 | 4 | |a Analyse stochastique | |
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| 650 | 7 | |a Probabilité, théorie des |2 ram | |
| 650 | 4 | |a analyse stochastique | |
| 650 | 4 | |a biologie | |
| 650 | 4 | |a intégrale stochastique | |
| 650 | 4 | |a optimisation stochastique | |
| 650 | 4 | |a physique | |
| 650 | 4 | |a équation différentielle stochastique | |
| 650 | 4 | |a Stochastic analysis | |
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Record in the Search Index
| _version_ | 1804114762592681985 |
|---|---|
| adam_text | Contents
Preface Hi
Contributors ix
1. DIFFUSION FIELDS, QUANTUM FIELDS, AND FIELDS WITH
VALUES IN LIE GROUPS
Sergio Albeverio and Raphael H^egh Krohn 1
2. OPTIMAL STOCHASTIC CONTROL OF DIFFUSION PROCESSES
WITH JUMPS STOPPED AT THE EXIT OF A DOMAIN
Alain Bensoussan and Jose Luis Menaldi 99
3. NECESSARY CONDITIONS ON OPTIMAL MARKOV CONTROLS
FOR STOCHASTIC PROCESSES
Jurgen Franke 123
4. ON WAVEFRONT PROPAGATION IN PERIODIC MEDIA
Mark I. Freidlin 147
5. WIENER LIKE INTEGRALS FOR GAUSSIAN PROCESSES AND
THE LINEAR ESTIMATION PROBLEM
Masuyuki Hitsuda 167
6. STOCHASTIC FLOWS OF DIFFEOMORPHISMS
Nobuyuki Ikeda and Shinzo Watanabe 179
7. DIFFERENTIABILITY IN MEASURE FOR STOCHASTIC
DIFFERENTIAL EQUATIONS
Jean Jacod 199
8. GENERALIZED FEYNMAN INTEGRALS USING ANALYTIC
CONTINUATION IN SEVERAL COMPLEX VARIABLES
Gopinath Kallianpur and C. Bromley 217
9. STOCHASTIC DIFFERENTIAL EQUATIONS AND STOCHASTIC
FLOWS OF HOMEOMORPHISMS
Hiroshi Kunita 269
vii
viii Contents
10. APPROXIMATION OF PROCESSES AND APPLICATIONS TO
CONTROL AND COMMUNICATION THEORY
Harold J. Kushner 293
11. AN ANALOG TO THE STOCHASTIC INTEGRAL FOR
a/at = a2
Minoru Motoo 323
12. A COMPLEX MEASURE RELATED TO THE SCHR8DINGER
EQUATION
Kunio Nishioka 339
13. ON THE NEARNESS OF TWO SOLUTIONS IN COMPARISON
THEOREMS FOR ONE DIMENSIONAL STOCHASTIC
DIFFERENTIAL EQUATIONS
Yukio Ogura 353
14. ESTIMATION THEORY IN HILBERT SPACES AND ITS
APPLICATIONS
Shigeru Omatu 367
15. HOMOGENIZATION OF DIFFUSION PROCESSES WITH
BOUNDARY CONDITIONS
Hiroshi Tanaka 411
16. DIFFUSION APPROXIMATION OF SOME STOCHASTIC
DIFFERENCE EQUATIONS
Hisao Watanabe 439
Index 457
|
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| bvnumber | BV000297487 |
| callnumber-first | Q - Science |
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| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)10300998 (DE-599)BVBBV000297487 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:11:52Z |
| institution | BVB |
| isbn | 0824719069 |
| language | English |
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| physical | X, 460 S. |
| publishDate | 1984 |
| publishDateSearch | 1984 |
| publishDateSort | 1984 |
| publisher | Dekker |
| record_format | marc |
| series | Advances in probability and related topics |
| series2 | Advances in probability and related topics |
| spelling | Stochastic analysis and applications ed. by Mark A. Pinsky New York [u.a.] Dekker 1984 X, 460 S. txt rdacontent n rdamedia nc rdacarrier Advances in probability and related topics 7 Analyse stochastique Analyse stochastique ram Probabilité, théorie des ram analyse stochastique biologie intégrale stochastique optimisation stochastique physique équation différentielle stochastique Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Pinsky, Mark A. 1940- Sonstige (DE-588)108438791 oth Advances in probability and related topics 7 (DE-604)BV000014592 7 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000181334&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic analysis and applications Advances in probability and related topics Analyse stochastique Analyse stochastique ram Probabilité, théorie des ram analyse stochastique biologie intégrale stochastique optimisation stochastique physique équation différentielle stochastique Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4143413-4 |
| title | Stochastic analysis and applications |
| title_auth | Stochastic analysis and applications |
| title_exact_search | Stochastic analysis and applications |
| title_full | Stochastic analysis and applications ed. by Mark A. Pinsky |
| title_fullStr | Stochastic analysis and applications ed. by Mark A. Pinsky |
| title_full_unstemmed | Stochastic analysis and applications ed. by Mark A. Pinsky |
| title_short | Stochastic analysis and applications |
| title_sort | stochastic analysis and applications |
| topic | Analyse stochastique Analyse stochastique ram Probabilité, théorie des ram analyse stochastique biologie intégrale stochastique optimisation stochastique physique équation différentielle stochastique Stochastic analysis Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Analyse stochastique Probabilité, théorie des analyse stochastique biologie intégrale stochastique optimisation stochastique physique équation différentielle stochastique Stochastic analysis Stochastische Analysis Aufsatzsammlung |
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