N.V. Krylov – författare
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8 produkter
Controlled Diffusion Processes
Av N.V. Krylov
Inbunden, 1980
1639 kr
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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. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W …
Introduction to the Theory of Random Processes
Av N.V. Krylov
Inbunden, 2002
1193 kr
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This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or …
Filtering and Prediction
A Primer
Av Bert Fristedt, N. Jain m. fl.
Häftad, 2007
719 kr
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Filtering and prediction is about observing moving objects when the observations are corrupted by random errors. The main focus is then on filtering out the errors and extracting from the observations the most precise information about the object, which itself may or may not be moving in a somewhat …
Nonlinear Elliptic and Parabolic Equations of the Second Order
Av N.V. Krylov
Häftad, 2001
1966 kr
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Approach your problems from the It isn't that they can't see the right end and begin with the solution. It is that they can't see answers. Then one day, perhaps the problem. you will find the final question. G.K. Chesterton. The Scandal of 'The Hermit Clad in Crane Father Brown 'The Point of a …
Controlled Diffusion Processes
Av N.V. Krylov
Häftad, 2011
1639 kr
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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. During that period an extensive literature appeared on optimal stochastic control using the quadratic performance criterion (see references in W …
Sobolev and Viscosity Solutions for Fully Nonlinear Elliptic and Parabolic Equations
Av N.V. Krylov
Inbunden, 2018
1542 kr
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This book concentrates on first boundary-value problems for fully nonlinear second-order uniformly elliptic and parabolic equations with discontinuous coefficients. We look for solutions in Sobolev classes, local or global, or for viscosity solutions. Most of the auxiliary results, such as …
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetraro, Italy, August 24 - September 1, 1998
Av J. Zabczyk, M. Rockner m. fl.
E-bok, 2006
457 kr
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Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical …
Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions
Lectures given at the 2nd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.)held in Cetraro, Italy, August 24 - September 1, 1998
Av N.V. Krylov, M. Röckner m. fl.
Häftad, 1999
420 kr
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Kolmogorov equations are second order parabolic equations with a finite or an infinite number of variables. They are deeply connected with stochastic differential equations in finite or infinite dimensional spaces. They arise in many fields as Mathematical Physics, Chemistry and Mathematical …
