Recent Advances in Stochastic Calculus (Paperback, Softcover reprint of the original 1st ed. 1990)

This volume includes the material presented in the Distinguished Lecture Series on Stochastic Calculus at the Systems Research Center of the University of Maryland at College Park in 1987. The purpose of these lecture series and the volume is to acquaint a wide audience with certain recent advances in stochastic calculus and with their applications to significant problems. Stochastic systems play a fundamental role in automation and information en gineering. The analysis of stochastic systems depends in a fundamental way on stochastic calculus. The subject matter is rather sophisticated, requiring a broad mathematical sophistication and maturity. Yet improper understanding or utilization of stochastic calculus in applications, especially in engineering, can lead to incorrect numerial results and faulty designs. The material included in this volume appears for the first time in book form. Considerable effort was undertaken by the authors to present the material in a form accessible to as wide an audience as possible. Some of the material appears here for the first time, while we believe that the targeted tutorial and survey nature of some of the chapters should be extremely helpful to researchers studying recent developments in stochastic calculus. The topics were selected to cover some of the most important areas for stochastic control, stochastic filtering and stochastic modeling."

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Progress in Automation and Information Systems
Release date:	September 2011
First published:	1990
Editors:	John S. Baras • Vincent Mirelli
Dimensions:	235 x 155 x 12mm (L x W x T)
Format:	Paperback
Pages:	217
Edition:	Softcover reprint of the original 1st ed. 1990
ISBN-13:	978-1-4612-7999-0
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Professional & Technical > Energy technology & engineering > Electrical engineering > General Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
LSN:	1-4612-7999-2
Barcode:	9781461279990

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!