Deriyeva, Olena N.
Estimation and Control Problems for Stochastic Partial Differential Equations
Table of contents
1. Two-Parameter Martingales and Their Properties
Pavel S. Knopov, Olena N. Deriyeva
2. Stochastic Differential Equations on the Plane
Pavel S. Knopov, Olena N. Deriyeva
3. Filtration and Prediction Problems for Stochastic Fields
Pavel S. Knopov, Olena N. Deriyeva
4. Control Problem for Diffusion-Type Random Fields
Pavel S. Knopov, Olena N. Deriyeva
5. Stochastic Processes in a Hilbert Space
Pavel S. Knopov, Olena N. Deriyeva
Keywords: Mathematics, Partial Differential Equations, Calculus of Variations and Optimal Control, Optimization, Systems Theory, Control
- Author(s)
- Deriyeva, Olena N.
- Knopov, Pavel S.
- Publisher
- Springer
- Publication year
- 2013
- Language
- en
- Edition
- 2013
- Series
- Springer Optimization and Its Applications
- Page amount
- 10 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9781461482864
