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Handbook of Stochastic Analysis and Applications, Hardcover by Kannan, D. (ED...

Handbook of Stochastic Analysis and Applications, Hardcover by Kannan, D. (EDT); Lakshmikantham, V. (EDT), ISBN 0824706609, ISBN-13 9780824706609, Brand New, Free shipping in the US Twelve contributions from mathematicians in the ., Russia, China, and Israel present an overview of the analysis of some basic stochastic processes and stochastic equations as well as certain of their applications. Chapters in the first half of the text are devoted largely to theory, while the remainder focus on applications. A sampling of topics includes Markov processes, semimartingales, Hida's white noise theory, large deviations, control theory, stochastic game theory, and the application of optimization problems to financial mathematics. Annotation c. Book News, Inc., Portland, OR ()

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ConditionBrand New
Book TitleHandbook of Stochastic Analysis and Applications
ISBN9780824706609
Subject AreaMathematics
Publication NameHandbook of Stochastic Analysis and Applications
PublisherCRC Press LLC
Item Length10.2 in
SubjectProbability & Statistics / Stochastic Processes, Probability & Statistics / General
Publication Year2001
SeriesStatistics: a Series of Textbooks and Monographs
TypeTextbook
FormatHardcover
LanguageEnglish
Item Height1.7 in
AuthorV. Lakshmikantham
Item Weight57 Oz
Item Width7.2 in
Number of Pages808 Pages

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