Research Catalog

Stochastic systems

Title
Stochastic systems / George Adomian.
Author
Adomian, G.
Publication
New York : Academic Press, ©1983.

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TextUse in library QA274.23 .A36 1983Off-site

Details

Description
xvii, 331 pages; 24 cm.
Series Statement
Mathematics in science and engineering ; v. 169
Uniform Title
Mathematics in science and engineering ; v. 169.
Subject
  • Stochastic differential equations
  • Stochastic systems
  • Stochastische Differentialgleichung
  • Stochastisches System
  • Systèmes stochastiques
  • Stochastische Differentialgleichung
  • Stochastisches System
Bibliography (note)
  • Includes bibliographical references and index.
Contents
1) Green's functions and systems theory; 2) A basic review of the theory of stochastic processes; 3) Stochastic operators and stochastic systems; 4) Linear stochastic differential equations; 5) Nonlinear stochastic differential equations; 6) Successive improvements; 7) Computational aspects and a general method; 8) The deterministic limit of stochastic theory; 9) Comparisons and relations; 10) Stochastic partial differential equations; 11) Analytical foundations of stochastic operator equations; 12) Applications.
ISBN
  • 0120443708
  • 9780120443703
LCCN
82016392
OCLC
  • ocm08786046
  • 8786046
  • SCSB-9227930
Owning Institutions
Princeton University Library