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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topMandl, 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
top- K. J. Åström, Introduction to Stochastic Control Theory, Academic Press, New York-London 1970. (1970) MR0270799
- Р. З. Хасьминский, Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров, Наука, Москва 1969. (1969) Zbl1149.62317
- А. Е. Ельстольц С. Б. Норкин, Введение в теорию дифференциальных уравнений с отклоняющимся аргументом, Наука, Москва 1971. (1971) Zbl1236.82017
- W. H. Fleming R. W. Rishel, Deterministic and Stochastic Optimal Control, Springer-Verlag, Berlin-Heidelberg-New York 1975. (1975) MR0454768
- Й. И. Гихман А. В. Скороход, Стохастические дифференциальные уравнения, Наукова думка Киев 1968. (1968) Zbl1236.41005
- A. H. Jazwinski, Stochastic Processes and Filtering Theory, Academic Press, New York-London 1970. (1970) Zbl0203.50101
- 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
- H. J. Kushner, Introduction to Stochastic Control, Holt, Rinehart and Winston, Inc., New York 1971. (1971) Zbl0293.93018MR0280248
- H. P. Mc Kean, Jr., Stochastic Integrals, Academic Press, New York-London 1969. (1969) MR0247684
- E. Wong, Stochastic Processes in Informational and Dynamical Systems, Mc Graw-Hill, New York 1971. (1971)
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