Authors: Harold Kushner, Paul G. Dupuis
Resource Type: eBook.
Subjects: Numerical analysis, Markov processes, Stochastic control theory
Categories: MATHEMATICS / Probability & Statistics / General, SCIENCE / System Theory, MATHEMATICS / Optimization
Authors: Niels Jacob
Subjects: Fourier analysis, Pseudodifferential operators, Dirichlet forms, Markov processes
Categories: MATHEMATICS / Applied