Handbook of Stochastic Analysis and Applications

ISBN: 9780824706609 出版年：2001 页码：790 CRC Press

Markov processes and their applications semimartingale theory and stochastic calculus white noise theory stochastic differential equations and its applications large deviations and applications a brief introduction to numerical analysis of (ordinary) stochastic differential equations without tears stochastic differential games and applications stability and stabilizing control of stochastic systems stochastic approximation - theory and applications stochastic manufacturing systems optimization by stochastic methods stochastic control methods in asset pricing.