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| #18582396 in Books | Routledge | 1991-01-01 | Original language:English | PDF # 1 | 9.50 x6.75 x1.25l, | File type: PDF | 582 pages | |
This volume contains 22 articles based on papers presented at a workshop on Applied Stochastic Analysis held at Imperial College, London, in april 1989. They are concerned with applications of stochastic analysis--the theory of stochastic integration, martingales and Markov processes--to a variety of applied problems centred arount optimization of dynamical systems under uncertainty. Topics covered include characterization and approximation for stochastic system model...
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