Stochastic Differential Inclusions and Applications

Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications. This self-contained volume is designed to systematically introduce the reader from the very beginning to new methods of the stochastic optimal control theory. T...

Täydet tiedot

Tallennettuna:
Bibliografiset tiedot
Päätekijä: Kisielewicz, Michał
Aineistotyyppi: Livre numérique
Kieli:Anglais
Julkaistu: New York, NY : Springer New York : Imprint: Springer [20..].
Cham : Springer Nature
Sarja:Springer Optimization and Its Applications 80
Linkit:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Huomautus: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Stochastic differential inclusions and applications, Michał Kisielewicz, New York (NY), Springer, 2013, 1 vol. (XVI-282 p.), Springer optimization and its applications, 1-461-46755-1, Texte imprimé
Sisällysluettelo:
  • 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