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Random integral equations with applications to stochastic systems / Chris P. Tsokos, W.J. Padgett.

By: Contributor(s): Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag) ; 233.Publication details: Berlin ; New York : Springer-Verlag, 1971.Description: 1 online resource (vii, 174 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783540369929
  • 3540369929
Subject(s): Additional physical formats: Print version:: Random integral equations with applications to stochastic systems.DDC classification:
  • 510.8 22
LOC classification:
  • QA3 .L28 no. 233 QA274.27
Other classification:
  • 31.44
  • 31.70
  • 19a
Online resources:
Contents:
General introduction -- Preliminaries -- A random integral equation of the volterra type -- Approximate solutions of the random volterra integral equation -- A stochastic integral equation of the fredholm type with application to systems theory -- Random discrete fredholm and volterra equations -- The stochastic differential systems -- The stochastic differential systems -- The stochastic differential systems with lag time.
Action note:
  • digitized 2010 HathiTrust Digital Library committed to preserve
Summary: The authors have two main objectives in these notes. First, they wish to give a complete presentation of the theory of existence and uniqueness of random solutions of the most general random Volterra and Fredholm equations which have been studied heretofore. Second, to emphasize the application of their theory to stochastic systems which have not been extensively studied before due to mathematical difficulties that arise. These notes will be of value to mathematicians, probabilists, and engineers who are working in the area of systems theory or to those who are interested in the theory of random equations.
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library eBook LN Mathematic Available
Total holds: 0

Includes bibliographical references (pages 166-174).

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Print version record.

General introduction -- Preliminaries -- A random integral equation of the volterra type -- Approximate solutions of the random volterra integral equation -- A stochastic integral equation of the fredholm type with application to systems theory -- Random discrete fredholm and volterra equations -- The stochastic differential systems -- The stochastic differential systems -- The stochastic differential systems with lag time.

The authors have two main objectives in these notes. First, they wish to give a complete presentation of the theory of existence and uniqueness of random solutions of the most general random Volterra and Fredholm equations which have been studied heretofore. Second, to emphasize the application of their theory to stochastic systems which have not been extensively studied before due to mathematical difficulties that arise. These notes will be of value to mathematicians, probabilists, and engineers who are working in the area of systems theory or to those who are interested in the theory of random equations.

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