Estimation and Control Problems for Stochastic Partial Differential Equations
Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialis...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2013. |
| シリーズ: | Springer Optimization and Its Applications
83 |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Estimation and Control Problems for Stochastic Partial Differential Equations, Texte imprimé, 9781461482857 |
目次:
- 1. Two Parameter Martingales and Their Properties 2. Stochastic Differential Equations on the Plane 3. Filtration and Prediction Problems for Stochastic Fields 4. Control Problem for Diffusion-Type Random Fields 5. Stochastic Processes in a Hilbert Space References