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Stokhasticheskie Differentsial'nye Uravneniya S Semimartingalami: Issledovanie V Ramkakh Algebry Obobshchennykh Sluchaynykh Protsessov Oleg Yablonskiy Russian edition
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Stokhasticheskie Differentsial'nye Uravneniya S Semimartingalami: Issledovanie V Ramkakh Algebry Obobshchennykh Sluchaynykh Protsessov
Oleg Yablonskiy
Algebra obobshchennykh sluchaynykh protsessov pozvolyaet izuchat' razlichnye tipy stokhasticheskikh differentsial'nykh uravneniy s edinykh pozitsiy. Odnako vazhno znat', pri kakikh usloviyakh element algebry obobshchennykh sluchaynykh protsessov assotsiiruet obychnyy sluchaynyy protsess. Takie usloviya pozvolyayut perekhodit' ot edinoy teorii k chastnym sluchayam, predlagaya bolee detal'noe opisanie dinamiki modeliruemoy sistemy. Dannaya kniga posvyashchena postroeniyu assotsiirovannykh resheniy stokhasticheskikh differentsial'nykh uravneniy s semimartingalami. Pervaya glava soderzhit opisanie ispol'zuemykh ponyatiy i konstruktsiy. Vo vtoroy glave provoditsya postroenie sluchaynykh protsessov, assotsiirovannykh obobshchennymi stokhasticheskimi integralami po protsessu ogranichennoy variatsii, nepreryvnomu martingalu, semimartingalu. V tret'ey glave dana polnaya klassifikatsiya assotsiirovannykh resheniy neavtonomnykh uravneniy v differentsialakh, soderzhashchikh obobshchennyy sluchaynyy protsess ogranichennoy variatsii.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 26, 2012 |
| ISBN13 | 9783659306020 |
| Publishers | LAP LAMBERT Academic Publishing |
| Pages | 116 |
| Dimensions | 150 × 7 × 226 mm · 191 g |
| Language | German |