Random Evolutions and their Applications: New Trends (Mathematics and Its Applications) by Anatoly Swishchuk
Random Evolutions and their Applications: New Trends (Mathematics and Its Applications) by Anatoly Swishchuk
English | May 31, 1997 | ISBN: 0792362640 | 211 Pages | PDF | 6 MB
English | May 31, 1997 | ISBN: 0792362640 | 211 Pages | PDF | 6 MB
The book is devoted to the new trends in random evolutions and their various applications to stochastic evolutionary sytems (SES). Such new developments as the analogue of Dynkin's formulae, boundary value problems, stochastic stability and optimal control of random evolutions, stochastic evolutionary equations driven by martingale measures are considered.