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Recent Advances in Stochastic Calculus

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Recent Advances in Stochastic Calculus Cover

 

Synopses & Reviews

Publisher Comments:

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.

Book News Annotation:

A new series that will encompass advanced analytical topics as well as practical engineering issues. The first volume (material from the Distinguished Lecture Series on Stochastic Calculations, College Park, Maryland, 1987) addresses a sophisticated subject requiring broad mathematical maturity. It's also a vital subject since improper understanding or utilization of stochastic calculus in applications, especially in engineering, can lead to incorrect numerical results and faulty designs. No index.
Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN:
9780387972732
Author:
Baras, John S.
Publisher:
Springer
Location:
New York :
Subject:
Stochastic analysis
Subject:
Mathematics | Probability and Statistics
Series:
Progress in automation and information systems ;
Series Volume:
124
Publication Date:
19900831
Binding:
HARDCOVER
Language:
English
Illustrations:
Yes
Pages:
ix, 217 p.

Related Subjects

Engineering » Engineering » General Engineering
Science and Mathematics » Energy » General
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Recent Advances in Stochastic Calculus New Hardcover
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Product details ix, 217 p. pages Springer-Verlag New York, Incorporated - English 9780387972732 Reviews:
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