
Stochastic Analysis and Applications
Edited by Mark A. Pinsky
PINSKY(Author)
CRC Press
1st Edition
Published on 14. November 1984
Book
Hardback
472 pages
978-0-8247-1906-7 (ISBN)
Description
This volume attempts to exhibit current research in stochastic integration, stochastic differential equations, stochastic optimization and stochastic problems in physics and biology. It includes information on the theory of Dirichlet forms, Feynman integration and the Schrodinger's equation.
More details
Series
Language
English
Place of publication
Bosa Roca
United States
Publishing group
Taylor & Francis Inc
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 240 mm
Width: 161 mm
Thickness: 30 mm
Weight
875 gr
ISBN-13
978-0-8247-1906-7 (9780824719067)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

Mark A. Pinsky
Stochastic Analysis and Applications
E-Book
10/2020
1st Edition
CRC Press
€86.99
Available for download

Mark A. Pinsky
Stochastic Analysis and Applications
E-Book
10/2020
1st Edition
CRC Press
€86.99
Available for download

Mark A. Pinsky
Stochastic Analysis and Applications
Book
12/2019
1st Edition
CRC Press
€94.90
Shipment within 15-20 days
Person
Pinsky\,
Content
1. Diffusion Fields, Quantum Fields, and Fields with Values in Lie Groups 2. Optimal Stochastic Control of Diffusion Processes with Jumps Stopped at the Exit of a Domain 3. Necessary Conditions on Optimal Markov Controls for Stochastic Processes 4. On Wavefront Propagation in Periodic Media 5. Wiener-Like integrals for Gaussian Processes and the Linear Estimation Problem 6. Stochastic Flows of Diffeomorphisms 7. Differentiability in Measure for Stochastic Differential Equations 8. Generalized Feynman integrals Using Analytic Continuation in Several Complex Variables 9. Stochastic Differential Equations and Stochastic Flows of Homeomorphisms 10. Approximation of Processes and Applications to Control and Communication theory 11. An Analog to the Stochastic integral for 12. A Complex Measure Related to the Schrodinger Equation 13. On the Nearness of Two Solutions in Comparison theorems for One-Dimensional Stochastic Differential Equations 14. Estimation theory in Hilbert Spaces and its Applications 15. Homogenization of Diffusion Processes with Boundary Conditions 16. Diffusion Approximation of Some Stochastic Difference Equations