Stochastic Systems: Theory and Applications

Stochastic Systems: Theory and Applications
ISBN-10
9810247427
ISBN-13
9789810247423
Series
Stochastic Systems
Category
Mathematics
Pages
932
Language
English
Published
2001
Publisher
World Scientific
Authors
Vladimir Semenovich Pugachev, Igor? Nikolaevich Sinit?s?yn

Description

General theory and basic methods of linear and nonlinear stocastic systems (StS), based on the equations for characteristic functions and functionals.Special attention is paid to methods based on canonical expansions and integral canonical represntations.

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