Handbook of Stochastic Analysis and Applications

Author:   D. Kannan ,  V. Lakshmikantham
Publisher:   Taylor & Francis Inc
Volume:   v. 163
ISBN:  

9780824706609


Pages:   790
Publication Date:   23 October 2001
Format:   Hardback
Availability:   In Print   Availability explained
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.

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Handbook of Stochastic Analysis and Applications


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Author:   D. Kannan ,  V. Lakshmikantham
Publisher:   Taylor & Francis Inc
Imprint:   CRC Press Inc
Volume:   v. 163
Dimensions:   Width: 17.80cm , Height: 4.40cm , Length: 25.40cm
Weight:   1.632kg
ISBN:  

9780824706609


ISBN 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   Availability explained
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 Contents

Markov 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.

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D. Kannan, V. Lakshmikantham

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