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Recent Advances in Stochastic Calculus

Language EnglishEnglish
Book Hardback
Publishers Springer, Berlin
Stochastic systems play a fundamental role in automation and information engineering which depends,... Full description
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Stochastic systems play a fundamental role in automation and information engineering which depends, in a fundamental way, on stochastic calculus. The improper understanding or utilization of stochastic calculus in applications, especially in engineering, can lead to incorrect numerical results and faulty design. The purpose of this volume is to acquaint a wide audience with certain recent advances in stochastic calculus and with their applications to significant problems. The material included herein appears for the first time in book form, accessible to as wide an audience as possible. The topics were selected to cover some of the most important areas for stochastic control, stochastic filtering and stochastic modeling. All of the authors are well-known in the field and have world-wide recognition.

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About the book

Full name Recent Advances in Stochastic Calculus
Author John S. Baras, Vincent Mirelli
Language English
Binding Book - Hardback
Number of pages 217
EAN 9780387972732
ISBN 0387972730
Libristo code 01385155
Publishers Springer, Berlin
Weight 510
Dimensions 160 x 240 x 15

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Technology, Engineering, Agriculture > Energy technology & engineering > Electrical engineering > Electric motors
Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Electronic devices & materials
Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Automatic control engineering
Mathematics & Science > Mathematics > Probability & statistics
Technology, Engineering, Agriculture > Technology: general issues > Engineering: general
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