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Stochastic Differential and Difference Equations / by Imre Csiszar, Gy. Michaletzky
(Progress in Systems and Control Theory ; 23)
版 | 1st ed. 1997. |
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出版者 | (Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser) |
出版年 | 1997 |
本文言語 | 英語 |
大きさ | XVII, 357 p : online resource |
著者標目 | *Csiszar, Imre author Michaletzky, Gy author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Difference equations LCSH:Functional equations LCSH:Differential equations FREE:Probability Theory FREE:Difference and Functional Equations FREE:Differential Equations |
一般注記 | Periodically Correlated Solutions to a Class of Stochastic Difference Equations -- On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family -- Composition of Skeletons and Support Theorems -- Invariant Measure for a Wave Equation on a Riemannian Manifold -- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems -- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima -- Rate of Convergence of Moments of Spall’s SPSA Method -- General Setting for Stochastic Processes Associated with Quantum Fields -- On a Class of Semilinear Stochastic Partial Differential Equations -- Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations -- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations -- On Stationarity of Additive Bilinear State-space Representation of Time Series -- On Convergence of Approximations of Ito—Volterra Equations -- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis -- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties -- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback -- Forecast of Lévy’s Brownian Motion as the Observation Domain Undergoes Deformation -- A Maximal Inequality for the Skorohod Integral -- On the Kinematics of Stochastic Mechanics -- Stochastic Equations in Formal Mappings -- On Fisher’s Information Matrix of an ARMA Process -- Statistical Analysis of Nonlinear and NonGaussian Time Series -- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time -- On Support Theorems for Stochastic Nonlinear Partial Differential Equations -- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control -- Invariant Measures forDiffusion Processes in Conuclear Spaces -- Degree Theory on Wiener Space and an Application to a Class of SPDEs -- On the Interacting Measure-Valued Branching Processes HTTP:URL=https://doi.org/10.1007/978-1-4612-1980-4 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9781461219804 |
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電子リソース |
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EB00227299 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000105420 |
ISBN | 9781461219804 |
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