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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

longstanding unsolved problems in stochastic control theory to establish the Pontryagin type maximum principle for this kind of general control systems;

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Evolution Equations

; generalised gradient in weak maximum principle with non-differentiable drift; bifluid systems; Yamabe-type flows; stochastic evolution equations; heat;

Vergelijkbare producten zoals Evolution Equations

Markov Processes, Feller Semigroups And Evolution Equations

, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link;

Vergelijkbare producten zoals Markov Processes, Feller Semigroups And Evolution Equations

Stochastic Equations in Infinite Dimensions

dimensional stochastic processes. The second part is devoted to the existence and uniqueness of solutions of a general stochastic evolution equation;

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Stochastic Partial Differential Equations

Treatment of the Poisson stochastic integral in a Hilbert space and mild solutions of stochastic evolutions with Poisson noises Revised proofs and;

Vergelijkbare producten zoals Stochastic Partial Differential Equations

Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by;

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Stability of Infinite Dimensional Stochastic Differential Equations with Applications

Stochastic differential equations in infinite dimensional spaces are motivated by the theory and analysis of stochastic processes and by;

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On Backward Stochastic Differential Equations (BSDEs) with jumps of infinite activity

), language: English, abstract: This diploma thesis is concerned with backward stochastic differential equations (BSDEs) with jumps which are driven;

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Mathematical Control Theory for Stochastic Partial Differential Equations

global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution;

Vergelijkbare producten zoals Mathematical Control Theory for Stochastic Partial Differential Equations

Encyclopedia of Mathematics and its Applications

. Stochastic parabolic and hyperbolic equations on domains of arbitrary dimensions are studied, and applications to statistical and fluid mechanics and;

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Stochastic Cauchy Problems in Infinite Dimensions

Stochastic Cauchy Problems in Infinite Dimensions: Generalized and Regularized Solutions presents stochastic differential equations for;

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Infinite-Horizon Optimal Control in the Discrete-Time Framework

of Pontryagin's principles. Several Pontryagin principles are described which govern systems and various criteria which define the notions of optimality;

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Backward Stochastic Differential Equations

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations;

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Control Theory And Related Topics

of distributed parameter systems, in particular regarding the first-order necessary conditions (Pontryagin-type maximum principle) for optimal control;

Vergelijkbare producten zoals Control Theory And Related Topics

Parameterizing Manifolds and Non-Markovian Reduced Equations

In this second volume, a general approach is developed to provide approximate parameterizations of the small scales by the large ones;

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Stochastic Partial Differential Equations

theory of stochastic evolution equations and describes a few applied problems, including the random vibration of a nonlinear elastic beam and;

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Applied Stochastic Control of Jump Diffusions

Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump;

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Backward Stochastic Differential Equations and BMO martingales

This book consists of four chapters. In first chapter there is a short review of theory of Backward Stochastic Differential Equations;

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Discovering Evolution Equations with Applications

, nonhomogenous linear, and semi-linear stochastic evolution equations. The author also addresses the case in which the forcing term is a functional;

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Discovering Evolution Equations with Applications

, nonhomogenous linear, and semi-linear stochastic evolution equations. The author also addresses the case in which the forcing term is a functional;

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Infinite Dimensional Optimization and Control Theory

This book is on existence and necessary conditions, such as Potryagin's maximum principle, for optimal control problems described by;

Vergelijkbare producten zoals Infinite Dimensional Optimization and Control Theory

Infinite Dimensional Optimization and Control Theory

This book is on existence and necessary conditions, such as Potryagin's maximum principle, for optimal control problems described by;

Vergelijkbare producten zoals Infinite Dimensional Optimization and Control Theory

Portfolio Optimization with Different Information Flow

stochastic calculus and convex analysis, optimal stochastic control and backward stochastic differential equations. This theoretical and numerical;

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Effective Dynamics of Stochastic Partial Differential Equations

Effective Dynamics of Stochastic Partial Differential Equations focuses on stochastic partial differential equations with slow and fast;

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Three Classes Of Nonlinear Stochastic Partial Differential Equations

transform technique, the conditional mild solution, and the bridge between SPDEs and some kind of backward stochastic differential equations. This;

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Infinite Dimensional Stochastic Analysis

, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help;

Vergelijkbare producten zoals Infinite Dimensional Stochastic Analysis

Stochastic Analysis And Applications To Finance

This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and;

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