| Title:
|
Excercises in stochastic analysis (English) |
| Author:
|
Mandl, Petr |
| Author:
|
Lánská, Věra |
| Author:
|
Vrkoč, Ivo |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
14 |
| Issue:
|
8 |
| Year:
|
1978 |
| Pages:
|
(1),3-35 |
| . |
| Category:
|
math |
| . |
| . |
| Date available:
|
2009-09-24T17:05:17Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124306 |
| . |
| Reference:
|
[1] K. J. Åström: Introduction to Stochastic Control Theory.Academic Press, New York-London 1970. MR 0270799 |
| Reference:
|
[2] Р. З. Хасьминский: Устойчивость систем дифференциальных уравнений при случайных возмущениях их параметров.Наука, Москва 1969. Zbl 1149.62317 |
| Reference:
|
[3] А. Е. Ельстольц С. Б. Норкин: Введение в теорию дифференциальных уравнений с отклоняющимся аргументом.Наука, Москва 1971. Zbl 1236.82017 |
| Reference:
|
[4] W. H. Fleming R. W. Rishel: Deterministic and Stochastic Optimal Control.Springer-Verlag, Berlin-Heidelberg-New York 1975. MR 0454768 |
| Reference:
|
[5] Й. И. Гихман А. В. Скороход: Стохастические дифференциальные уравнения.Наукова думка Киев 1968. Zbl 1236.41005 |
| Reference:
|
[6] A. H. Jazwinski: Stochastic Processes and Filtering Theory.Academic Press, New York-London 1970. Zbl 0203.50101 |
| Reference:
|
[7] H. J. Kushner: On the stability of the processes defined by stochastic difference-differential equations.J. of Diff. Equations 4 (1968), 424 - 443. MR 0226959 |
| Reference:
|
[8] H. J. Kushner: Introduction to Stochastic Control.Holt, Rinehart and Winston, Inc., New York 1971. Zbl 0293.93018, MR 0280248 |
| Reference:
|
[9] H. P. Mc Kean, Jr.: Stochastic Integrals.Academic Press, New York-London 1969. MR 0247684 |
| Reference:
|
[10] E. Wong: Stochastic Processes in Informational and Dynamical Systems.Mc Graw-Hill, New York 1971. |
| . |
