Excercises in stochastic analysis

Petr Mandl; Věra Lánská; Ivo Vrkoč

Kybernetika (1978)

  • Volume: 14, Issue: Suppl2, page (1)-35
  • ISSN: 0023-5954

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Mandl, Petr, Lánská, Věra, and Vrkoč, Ivo. "Excercises in stochastic analysis." Kybernetika 14.Suppl2 (1978): (1)-35. <http://eudml.org/doc/27461>.

@article{Mandl1978,
author = {Mandl, Petr, Lánská, Věra, Vrkoč, Ivo},
journal = {Kybernetika},
keywords = {Text on Stochastic Analysis; Problems},
language = {eng},
number = {Suppl2},
pages = {(1)-35},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Excercises in stochastic analysis},
url = {http://eudml.org/doc/27461},
volume = {14},
year = {1978},
}

TY - JOUR
AU - Mandl, Petr
AU - Lánská, Věra
AU - Vrkoč, Ivo
TI - Excercises in stochastic analysis
JO - Kybernetika
PY - 1978
PB - Institute of Information Theory and Automation AS CR
VL - 14
IS - Suppl2
SP - (1)
EP - 35
LA - eng
KW - Text on Stochastic Analysis; Problems
UR - http://eudml.org/doc/27461
ER -

References

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  1. K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York-London 1970. (1970) MR0270799
  2. Р. З. Хасьминский, Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров, Наука, Москва 1969. (1969) Zbl1149.62317
  3. А. Е. Ельстольц С. Б. Норкин, Введение в теорию дифференциальных уравнений с отклоняющимся аргументом, Наука, Москва 1971. (1971) Zbl1236.82017
  4. W. H. Fleming R. W. Rishel, Deterministic and Stochastic Optimal Control, Springer-Verlag, Berlin-Heidelberg-New York 1975. (1975) MR0454768
  5. Й. И. Гихман А. В. Скороход, Стохастические дифференциальные уравнения, Наукова думка Киев 1968. (1968) Zbl1236.41005
  6. A. H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York-London 1970. (1970) Zbl0203.50101
  7. H. J. Kushner, On the stability of the processes defined by stochastic difference-differential equations, J. of Diff. Equations 4 (1968), 424 - 443. (1968) MR0226959
  8. H. J. Kushner, Introduction to Stochastic Control, Holt, Rinehart and Winston, Inc., New York 1971. (1971) Zbl0293.93018MR0280248
  9. H. P. Mc Kean, Jr., Stochastic Integrals, Academic Press, New York-London 1969. (1969) MR0247684
  10. E. Wong, Stochastic Processes in Informational and Dynamical Systems, Mc Graw-Hill, New York 1971. (1971) 

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