Controlled Diffusion Processes
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Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin
Stochastic control theory is a relatively young branch of mathematics. The beginning of its intensive development falls in the late 1950s and early 1960s. ~urin
These lectures concentrate on fundamentals of the modern theory of linear elliptic and parabolic equations in H older spaces. Krylov shows that this theory - in
This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infin
This book concentrates on the basic facts and ideas of the modern theory of linear elliptic and parabolic equations in Sobolev spaces. The main areas covered in
Taut, atmospheric, and electrifying, this stunning first novel brings Stalinist-era Moscow to heart-beating life and shows us how good, how rich, and how satisf