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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:
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.


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