Title:
Applied stochastic analysis
Series:
Stochastics monographs ; 5
Publication Information:
New York : Gordon and Breach Science Publishers, 1991
ISBN:
9782881247163
General Note:
Papers presented at a workshop on 'Applied Stochastic Analysis held at Imperial College, London on 5-7 April 1989
Subject Term:
Available:*
Library | Item Barcode | Call Number | Material Type | Item Category 1 | Status |
|---|---|---|---|---|---|
Searching... | 30000002496655 | QA274.2 A66 1991 | Open Access Book | Book | Searching... |
On Order
Summary
Summary
A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
