عنوان

Estimation and control problems for stochastic partial differential equations /

(Number (ISBN

1461482860 (electronic bk.)

(Number (ISBN

9781461482864 (electronic bk.)

Erroneous ISBN

9781461482857

Number

dltt

Title Proper

Estimation and control problems for stochastic partial differential equations /

General Material Designation

[Book]

First Statement of Responsibility

Pavel S. Knopov, Olena N. Deriyeva

Specific Material Designation and Extent of Item

1 online resource (x, 183 pages)

Series Title

Springer Optimization and Its Applications,

Volume Designation

volume 83

ISSN of Series

1931-6828 ;

Text of Note

Includes bibliographical references and index

Text of Note

Two Parameter Martingales and Their Properties -- Stochastic Differential Equations on the Plane -- Filtration and Prediction Problems for Stochastic Fields -- Control Problem for Diffusion-Type Random Fields -- Stochastic Processes in a Hilbert Space

0

Text of Note

Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields

Title

OhioLINK electronic book center (Online)

Title

SpringerLink

Stochastic partial differential equations

MAT-- 005000

MAT-- 034000

MAT007000

PBKJ

Number

Edition

Class number

Class number

Knopov, Pavel Solomonovich

Deriyeva, Olena N.

Ohio Library and Information Network

Date of Transaction

20131202122231.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y