Stochastic differential inclusions and applications / Michal Kisielewicz.

By:

Kisielewicz, Michal

Material type: Text

TextSeries: 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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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

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Previous	519.23 K47 Ergodic theory of random transformations	519.23 K47 Stochastic processes with applications to finance	519.23 K47 Stochastic processes with applications to finance /	519.23 K61 Stochastic differential inclusions and applications /	519.23 K63 Introduction to stochastic calculus with applications /	519.23 K66 Numerical solution of stochastic differential equations	519.23 K66 Numerical solution of stochastic differential equations	Next

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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