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Probability methods for approximations in stochastic control and for elliptic equations /
Probability methods for approximations in stochastic control and for elliptic equations.
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
New York :
Academic Press,
1977.
|
| Series: | Mathematics in science and engineering ;
v. 129. |
| Subjects: | |
| Online Access: | Texto completo Texto completo Texto completo |
Table of Contents:
- Front Cover; Probability Methods for Approximations in Stochastic Control and for Elliptic Equations; Copyright Page; Contents; Preface; Acknowledgments; Chapter 1. Probability Background; Chapter 2. Weak Convergence of Probability Measures; Chapter 3. Markov Chains and Control Problems with Markov Chain Models; Chapter 4. Elliptic and Parabolic Equations and Functionals of Diffusions; Chapter 5. A Simple Application of the Invariance Theorems; Chapter 6. Elliptic Equations and Uncontrolled Diffusions; Chapter 7. Approximations for Parabolic Equations and Nonlinear Filtering Problems.