Applied Stochastic Analysis
- ISBN-10
- 2881247164
- ISBN-13
- 9782881247163
- Category
- Mathematics
- Pages
- 571
- Language
- English
- Published
- 1991
- Publisher
- CRC Press
- Authors
- M. H. A. Davis, Robert James Elliott
Description
A collection of 22 articles based on papers presented at a workshop held at Imperial College, London, April 1989. They concern applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centered around optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system models, problems in stochastic control theory, and various facets of nonlinear filtering theory and system identification. Annotation copyrighted by Book News, Inc., Portland, OR
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Other editions
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- 2014-03-12
- 315 pages
- Paperback
- Springer
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- 1992
- 311 pages
- Paperback
- Springer-Verlag
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