Stochastic Differential Inclusions and Applications

Author:   Michał Kisielewicz
Publisher:   Springer-Verlag New York Inc.
Edition:   2013 ed.
Volume:   80
ISBN:  

9781489989512


Pages:   282
Publication Date:   08 July 2015
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Stochastic Differential Inclusions and Applications


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Full Product Details

Author:   Michał Kisielewicz
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   2013 ed.
Volume:   80
Dimensions:   Width: 15.50cm , Height: 1.60cm , Length: 23.50cm
Weight:   4.569kg
ISBN:  

9781489989512


ISBN 10:   148998951
Pages:   282
Publication Date:   08 July 2015
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.
Language:   English

Table of Contents

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.

Reviews

From the book reviews: In this monograph stochastic functional and differential inclusions with applications to stochastic optimal control are treated. ... Each chapter contains a section of `Notes and Remarks' with comments on related considerations available in the literature and some hints for further reading. ... Readers with working knowledge in probability theory, stochastic processes, stochastic differential equations, and ordinary and partial differential equations will find a good presentation of the field of stochastic differential inclusions. (Kurt Marti, Mathematical Reviews, June, 2014)


From the book reviews: In this monograph stochastic functional and differential inclusions with applications to stochastic optimal control are treated. ... Each chapter contains a section of 'Notes and Remarks' with comments on related considerations available in the literature and some hints for further reading. ... Readers with working knowledge in probability theory, stochastic processes, stochastic differential equations, and ordinary and partial differential equations will find a good presentation of the field of stochastic differential inclusions. (Kurt Marti, Mathematical Reviews, June, 2014)


From the book reviews: In this monograph stochastic functional and differential inclusions with applications to stochastic optimal control are treated. ... Each chapter contains a section of 'Notes and Remarks' with comments on related considerations available in the literature and some hints for further reading. ... Readers with working knowledge in probability theory, stochastic processes, stochastic differential equations, and ordinary and partial differential equations will find a good presentation of the field of stochastic differential inclusions. (Kurt Marti, Mathematical Reviews, June, 2014)


Author Information

Michał Kisielewicz is the author of over 70 articles on subjects including ordinary differential equations, systems theory, calculus of variations and optimal control, and probability theory and stochastic processes. He is a professor of mathematics at the University of Zielona Góra in Poland. In 2001, he was awarded the Order of Polonia Restituta, one of Poland's highest orders, for his achievements.

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