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Ngày đăng: 08/04/2014, 12:24
Xem thêm: handbook of stochastic analysis with applications - d. kannan , v. lakshmikantham
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Contents
1 Markov Processes and Their Applications
2 Semimartingale Theory and Stochastic Calculus
3 White Noise Theory
4 SDEs and Their Applications
5 Numerical Analysis of SDEs Without Tears
6 Large Deviations and Applications
7 Stability and Stabilizing Control of Stochastic Systems
8 Stochastic Differential Games and Applications
9 Stochastic Manufacturing Systems: Hierarchial Control Approach
10 Stochastic Approximation: Theory and Applications
11 Optimization by Stochastic Methods
12 Stochastic Control Methods in Asset Pricing
Index
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