Stochastic Differential Inclusions and Applications

• Main Author: Kisielewicz, MichaB. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Series: Springer Optimization and Its Applications, 80
• Subjects: Mathematics.; Differential Equations.; Differential equations, partial.; Numerical analysis.; Mathematical optimization.; Calculus of Variations and Optimal Control; Optimization.; Ordinary Differential Equations.; Numerical Analysis.; Partial Differential Equations.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-6756-4

Stochastic Differential Inclusions and Applications further develops the theory of stochastic functional inclusions and their applications.�This self-contained volume is designed to�systematically introduce the reader�from the very beginning to new methods of the stochastic optimal control theory. T...

Table of Contents:

• Preface
• List of Symbols
• 1. Stochastic Processes
• 2. Set-Valued Stochastic Processes
• 3. Set-Valued Stochastic Intergrals
• 4. Stochastic Differential Inclusions
• 5.Viability Theory
• 6. Partial Differential Inclusions
• 7. Some Optimal Control Problems
• Bibliography
• Subject Index.