Random evolutions and their applications: new trends
Auteur :
Svishchuk, Anatoly
Éditeur :
Svishchuk, Anatoly
ISBN :
9780792362647
Date de publication :
1 mai 2000
Dimensions :
23,5 x 15,5 x 1,9 cm
Poids :
620 g
Format :
Laminated cover
Langue :
Anglais
Pays d'origine :
USA
Devoted to new trends in random evolution and their applications to the stochastic evolutionary system, this work contains new developments such as an analogue of Dynkin's formula, boundary value problems, stability and control of random evolutions, stochastic evolutionary equations, and driven martingale measures.