This advanced undergraduate and graduate text has now been revised and updated to cover the basic principles and applications of various types of stochastic systems, including much on theory and applications that, previously, has not been available in book form. The text is also a useful reference source for pure and applied mathematicians, statisticians and probabilists, engineers in control and communications, information scientists, physicists, and economists. Contents: Brownian Motions and Stochastic Integrals --- Stochastic Differential Equations --- Linear Stochastic Differential Equations --- Stability of Stochastic Differential Equations --- Stochastic Functional Differential Equations --- Stochastic Equations of Neutral Type --- Backward Stochastic Differential Equations --- Stochastic Oscillators --- Applications to Economics and Finance --- Stochastic Neural Networks --- Stochastic Delay Population Systems
Utilizziamo i cookie di profilazione, anche di terze parti, per migliorare la navigazione, per fornire servizi e proporti pubblicità in linea con le tue preferenze. Se vuoi saperne di più o negare il consenso a tutti o ad alcuni cookie clicca qui. Chiudendo questo banner o proseguendo nella navigazione acconsenti all’uso dei cookie.