handbook of stochastic analysis with applications - d. kannan , v. lakshmikantham

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handbook of stochastic analysis with applications - d. kannan , v. lakshmikantham

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[...]... projections Xt((jj) = uj(t),u> e fio- Define P^ on measurable cylinders of the form A = {u 6 QQ : u^ 6 Bi,i = 0 , l , - - - ,n},Bi£S (0

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Mục lục

  • 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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