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Author : G. Adomian
Publisher :
ISBN 13 :
Total Pages : 350 pages
Book Rating : 4.:/5 ( download)
Download or read book Linear Stochastic Operators written by G. Adomian and published by . This book was released on 1961 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : George Adomian
Publisher : Academic Press
ISBN 13 : 1483259099
Total Pages : 304 pages
Book Rating : 4.4/5 (832 download)
Download or read book Nonlinear Stochastic Operator Equations written by George Adomian and published by Academic Press. This book was released on 2014-05-09 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonlinear Stochastic Operator Equations deals with realistic solutions of the nonlinear stochastic equations arising from the modeling of frontier problems in many fields of science. This book also discusses a wide class of equations to provide modeling of problems concerning physics, engineering, operations research, systems analysis, biology, medicine. This text discusses operator equations and the decomposition method. This book also explains the limitations, restrictions and assumptions made in differential equations involving stochastic process coefficients (the stochastic operator case), which yield results very different from the needs of the actual physical problem. Real-world application of mathematics to actual physical problems, requires making a reasonable model that is both realistic and solvable. The decomposition approach or model is an approximation method to solve a wide range of problems. This book explains an inherent feature of real systems—known as nonlinear behavior—that occurs frequently in nuclear reactors, in physiological systems, or in cellular growth. This text also discusses stochastic operator equations with linear boundary conditions. This book is intended for students with a mathematics background, particularly senior undergraduate and graduate students of advanced mathematics, of the physical or engineering sciences.
Author : A.V. Skorohod
Publisher : Springer Science & Business Media
ISBN 13 : 9781402003264
Total Pages : 220 pages
Book Rating : 4.0/5 (32 download)
Download or read book Random Linear Operators written by A.V. Skorohod and published by Springer Science & Business Media. This book was released on 2001-11-30 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: It isn't that they can't see Approach your problems from the solution. the right end and begin with It is that they can't see the the answers. Then one day, perhaps you will find the problem. final question. G. K. Chesterton. The Scandal 'The Hermit Clad in Crane of Father Brown 'The Point of a Pin'. Feathers' in R. van Gulik's The Chinese Maze l1urders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.
Author : Daniel Alpay
Publisher : Birkhäuser
ISBN 13 : 3319103350
Total Pages : 396 pages
Book Rating : 4.3/5 (191 download)
Download or read book Recent Advances in Inverse Scattering, Schur Analysis and Stochastic Processes written by Daniel Alpay and published by Birkhäuser. This book was released on 2015-04-30 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics. Besides bibliographic material, it includes a number of selected papers related to Lev Sakhnovich's research interests. The papers are related to operator identities, moment problems, random matrices and linear stochastic systems.
Author : G. Adomian
Publisher :
ISBN 13 :
Total Pages : 420 pages
Book Rating : 4.F/5 ( download)
Download or read book Linear Stochastic Operators written by G. Adomian and published by . This book was released on 1963 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Goong Chen
Publisher : CRC Press
ISBN 13 : 9780849380754
Total Pages : 404 pages
Book Rating : 4.3/5 (87 download)
Download or read book Linear Stochastic Control Systems written by Goong Chen and published by CRC Press. This book was released on 1995-07-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.
Author : Kourken Malakian
Publisher :
ISBN 13 :
Total Pages : 292 pages
Book Rating : 4.:/5 (628 download)
Download or read book Linear and Nonlinear Stochastic Operators written by Kourken Malakian and published by . This book was released on 1979 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Adomian
Publisher : Academic Press
ISBN 13 : 0080956750
Total Pages : 352 pages
Book Rating : 4.0/5 (89 download)
Download or read book Stochastic Systems written by Adomian and published by Academic Press. This book was released on 1983-07-29 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Systems
Author : Vasile Dragan
Publisher : Springer Science & Business Media
ISBN 13 : 0387359249
Total Pages : 320 pages
Book Rating : 4.3/5 (873 download)
Download or read book Mathematical Methods in Robust Control of Linear Stochastic Systems written by Vasile Dragan and published by Springer Science & Business Media. This book was released on 2007-02-03 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed numerical examples, and the book proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.
Author : Boris L. Rozovsky
Publisher : Springer
ISBN 13 : 3319948938
Total Pages : 340 pages
Book Rating : 4.3/5 (199 download)
Download or read book Stochastic Evolution Systems written by Boris L. Rozovsky and published by Springer. This book was released on 2018-10-03 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces and applies the results to the study of generalized solutions of stochastic parabolic equations. The emphasis lies on second-order stochastic parabolic equations and their connection to random dynamical systems. The authors further explore applications to the theory of optimal non-linear filtering, prediction, and smoothing of partially observed diffusion processes. The new edition now also includes a chapter on chaos expansion for linear stochastic evolution systems. This book will appeal to anyone working in disciplines that require tools from stochastic analysis and PDEs, including pure mathematics, financial mathematics, engineering and physics.
Author : Anders Lindquist
Publisher : Springer
ISBN 13 : 3662457504
Total Pages : 788 pages
Book Rating : 4.6/5 (624 download)
Download or read book Linear Stochastic Systems written by Anders Lindquist and published by Springer. This book was released on 2015-04-24 with total page 788 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Author : Peter Kall
Publisher : Springer Science & Business Media
ISBN 13 : 0387244409
Total Pages : 405 pages
Book Rating : 4.3/5 (872 download)
Download or read book Stochastic Linear Programming written by Peter Kall and published by Springer Science & Business Media. This book was released on 2005-07-25 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: Peter Kall and János Mayer are distinguished scholars and professors of Operations Research and their research interest is particularly devoted to the area of stochastic optimization. Stochastic Linear Programming is a definitive presentation and discussion of the theoretical properties of the models, the conceptual algorithmic approaches, and the computational issues relating to the implementation of these methods to solve problems that are stochastic in nature.
Author : A. A. Dorogovtsev
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110618141
Total Pages : 116 pages
Book Rating : 4.1/5 (16 download)
Download or read book Stochastic Analysis and Random Maps in Hilbert Space written by A. A. Dorogovtsev and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 116 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to stochastic operators in Hilbert space. A number of models in modern probability theory apply the notion of a stochastic operator in explicit or latent form. In this book, objects from the Gaussian case are considered. Therefore, it is useful to consider all random variables and elements as functionals from the Wiener process or its formal derivative, i.e. white noise. The book consists of five chapters. The first chapter is devoted to stochastic calculus and its main goal is to prepare the tools for solving stochastic equations. In the second chapter the structure of stochastic equations, mainly the structure of Gaussian strong linear operators, is studied. In chapter 3 the definition of the action of the stochastic operator on random elements in considered. Chapter 4 deals with the mathematical models in which the notions of stochastic calculus arise and in the final chapter the equation with random operators is considered.
Author : Peter E. Caines
Publisher : SIAM
ISBN 13 : 1611974712
Total Pages : 892 pages
Book Rating : 4.6/5 (119 download)
Download or read book Linear Stochastic Systems written by Peter E. Caines and published by SIAM. This book was released on 2018-06-12 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
Author : Yifeng Xue
Publisher : World Scientific
ISBN 13 : 9814383597
Total Pages : 305 pages
Book Rating : 4.8/5 (143 download)
Download or read book Stable Perturbations of Operators and Related Topics written by Yifeng Xue and published by World Scientific. This book was released on 2012 with total page 305 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory. It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.
Author : Janos Mayer
Publisher : Taylor & Francis
ISBN 13 : 1351413694
Total Pages : 164 pages
Book Rating : 4.3/5 (514 download)
Download or read book Stochastic Linear Programming Algorithms written by Janos Mayer and published by Taylor & Francis. This book was released on 2022-04-19 with total page 164 pages. Available in PDF, EPUB and Kindle. Book excerpt: A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computational results with several major stochastic programming solution approaches. The following methods are considered: regularized decomposition, stochastic decomposition and successive discrete approximation methods for two stage problems; cutting plane methods, and a reduced gradient method for jointly chance constrained problems. The first part of the book introduces the algorithms, including a unified approach to decomposition methods and their regularized counterparts. The second part addresses computer implementation of the methods, describes a testing environment based on a model management system, and presents comparative computational results with the various algorithms. Emphasis is on the computational behavior of the algorithms.
Author : Vasile Dragan
Publisher : Springer Science & Business Media
ISBN 13 : 1441906304
Total Pages : 349 pages
Book Rating : 4.4/5 (419 download)
Download or read book Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems written by Vasile Dragan and published by Springer Science & Business Media. This book was released on 2009-11-10 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
