Stochastic Differential Inclusions and Applications

• Κύριος συγγραφέας: Kisielewicz, Michał (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Σειρά: Springer Optimization and Its Applications, 80
• Θέματα: Mathematics.; Differential equations.; Partial differential equations.; Numerical analysis.; Calculus of variations.; Calculus of Variations and Optimal Control; Optimization.; Ordinary Differential Equations.; Numerical Analysis.; Partial Differential Equations.

Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. T...

Πίνακας περιεχομένων:

• Preface
• List of Symbols
• 1. Stochastic Processes
• 2. Set-Valued Stochastic Processes
• 3. Set-Valued Stochastic Intergrals
• 4. Stochastic Differential Inclusions
• 5.Viability Theory
• 6. Partial Differential Inclusions
• 7. Some Optimal Control Problems
• Bibliography
• Subject Index.