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OverviewFull Product DetailsAuthor: D. Kannan , V. LakshmikanthamPublisher: Taylor & Francis Inc Imprint: CRC Press Inc Volume: v. 163 Dimensions: Width: 17.80cm , Height: 4.40cm , Length: 25.40cm Weight: 1.632kg ISBN: 9780824706609ISBN 10: 0824706609 Pages: 790 Publication Date: 23 October 2001 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Hardback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsMarkov processes and their applications; semimartingale theory and stochastic calculus; white noise theory; stochastic differential equations and its applications; large deviations and applications; a brief introduction to numerical analysis of (ordinary) stochastic differential equations without tears; stochastic differential games and applications; stability and stabilizing control of stochastic systems; stochastic approximation - theory and applications; stochastic manufacturing systems; optimization by stochastic methods; stochastic control methods in asset pricing.ReviewsAuthor InformationD. Kannan, V. Lakshmikantham Tab Content 6Author Website:Countries AvailableAll regions |