Recent Advances in Stochastic Calculus

Language: English

Published by Springer New York, Springer New York Sep 2011, 2011

1461279992 / 9781461279990

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 232 pp. Englisch.

Seller Inventory # 9781461279990

Title
Recent Advances in Stochastic Calculus
Author
Vincent Mirelli
Publisher
Springer New York, Springer New York Sep 2011
Publication year
2011
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
1461279992
ISBN 13
9781461279990
Item weight
359 grams
Dimensions
235x155x13 mm

buchversandmimpf2000

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