The book covers the necessary pre-requisites from probability
theory, stochastic processes, stochastic integrals and stochastic
differential equations. It includes detailed treatment of the
fundamental properties of stochastic systems subjected both to
multiplicative white noise and to jump Markovian perturbations.
Systematic presentation leads the reader in a natural way to the
original results. New theoretical results accompanied by detailed
numerical examples, and the book proposes new numerical algorithms
to solve coupled matrix algebraic Riccati equations.
General
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!
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
