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Stokhasticheskie differentsial'nye uravneniya s semimartingalami: Issledovanie v ramkakh algebry obobshchennykh sluchaynykh protsessov (Russian Edition)
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ISBN: 3659306029
Author: Bedyuk, Nadezhda
Condition: New
Algebra obobshchennykh sluchaynykh protsessov pozvolyaet izuchat' razlichnye tipy stokhasticheskikh differentsial'nykh uravneniy s edinykh pozitsiy. Odnako vazhno znat', pri kakikh usloviyakh element algebry obobshchennykh sluchaynykh protsessov assotsiiruet obychnyy sluchaynyy protsess. Takie usloviya pozvolyayut perekhodit' ot edinoy teorii k chastnym sluchayam, predlagaya bolee detal'noe opisanie dinamiki modeliruemoy sistemy. Dannaya kniga posvyashchena postroeniyu assotsiirovannykh resheniy stokhasticheskikh differentsial'nykh uravneniy s semimartingalami. Pervaya glava soderzhit opisanie ispol'zuemykh ponyatiy i konstruktsiy. Vo vtoroy glave provoditsya postroenie sluchaynykh protsessov, assotsiirovannykh obobshchennymi stokhasticheskimi integralami po protsessu ogranichennoy variatsii, nepreryvnomu martingalu, semimartingalu. V tret'ey glave dana polnaya klassifikatsiya assotsiirovannykh resheniy neavtonomnykh uravneniy v differentsialakh, soderzhashchikh obobshchennyy sluchaynyy protsess ogranichennoy variatsii.
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Stokhasticheskie differentsial'nye uravneniya s semimartingalami: Issledovanie v ramkakh algebry obobshchennykh sluchaynykh protsessov (Russian Edition)