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Arnold, Ludwig : Sztochasztikus differenciálegyenletek - Elmélet és alkalmazás

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A valószínűségelmélet alapfogalmai
Markov-folyamatok és diffúziós folyamatok
A Wiener-folyamat és a fehér zaj
Sztochasztikus integrálok
A sztochasztikus integrál mint sztochasztikus folyamat. A sztochasztikus differenciálok
Sztochasztikus differenciálegyenletek. A megoldások létezése és egyértelműsége
A sztochasztikus differenciálegyenletek megoldásainak tulajdonságai
Lineáris sztochasztikus differenciálegyenletek
A sztochasztikus differenciálegyenletek megoldásai mint Markov-és diffúziós folyamatok
A modellalkotás és approximáció kérdései
Sztochasztikus dinamikus rendszerek stabilitása
Zavarhatással terhelt jelek optimális szűrése
Sztochasztikus dinamikus rendszerek optimális szabályozása

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category:	Books > Natural Sciences > Mathematics, Physics, Astronomy >
publisher:	Műszaki, 1984
item number / ISBN:	0061125
binding:	paperback
pages:	235
language:	Hungarian