Stochastic Analysis of Discrete-continuous Systems

Stochastic Analysis of Discrete-continuous Systems
Author: William Alexander Brown
Publisher:
Total Pages:
Release: 1964
Genre:
ISBN:

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Stochastic Analysis of Discrete-continuous Systems
Language: en
Pages:
Authors: William Alexander Brown
Categories:
Type: BOOK - Published: 1964 - Publisher:

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Discrete-time Stochastic Systems
Language: en
Pages: 410
Authors: Torsten Söderström
Categories: Mathematics
Type: BOOK - Published: 2002-07-26 - Publisher: Springer Science & Business Media

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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc
Stochastic Analysis In Discrete And Continuous Settings
Language: en
Pages: 321
Authors:
Categories:
Type: BOOK - Published: 2009 - Publisher: Springer

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Stochastic Control in Discrete and Continuous Time
Language: en
Pages: 299
Authors: Atle Seierstad
Categories: Mathematics
Type: BOOK - Published: 2008-11-11 - Publisher: Springer Science & Business Media

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This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1),
Stochastic Analysis in Discrete and Continuous Settings
Language: en
Pages: 322
Authors: Nicolas Privault
Categories: Mathematics
Type: BOOK - Published: 2009-07-14 - Publisher: Springer

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This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text