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Stochastic differential inclusions and applications / Michal Kisielewicz.

By: Material type: TextTextSeries: Springer optimization and its applications ; v 80Publication details: New York : Springer, c2013.Description: xvi, 282 p. : 24 cmISBN:
  • 9781461467557 (alk. paper)
Subject(s): DDC classification:
  • 23 K61 519.23
Contents:
Preface.- List of Symbols.- 1. Stochastic Processes.- 2. Set-Valued Stochastic Processes.- 3. Set-Valued Stochastic Intergrals.- 4. Stochastic Differential Inclusions.- 5.Viability Theory.- 6. Partial Differential Inclusions.- 7. Some Optimal Control Problems.- Bibliography.- Subject Index.
Summary: This book develops the theory of stochastic functional inclusions and applications for describing solutions of initial and boundary value problems for partial differential inclusions. Uses new, original methods to characterize stochastic functional inclusions.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 K61 (Browse shelf(Opens below)) Available 135293
Total holds: 0

Includes bibliographical references (p. 275-278) and index.

Preface.- List of Symbols.-
1. Stochastic Processes.-
2. Set-Valued Stochastic Processes.-
3. Set-Valued Stochastic Intergrals.-
4. Stochastic Differential Inclusions.-
5.Viability Theory.-
6. Partial Differential Inclusions.-
7. Some Optimal Control Problems.-
Bibliography.- Subject Index.

This book develops the theory of stochastic functional inclusions and applications for describing solutions of initial and boundary value problems for partial differential inclusions. Uses new, original methods to characterize stochastic functional inclusions.

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