Large deviations principles of Non-Freidlin-Wentzell type
Language: English
Published by LAP LAMBERT Academic Publishing Jul 2015, 2015
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 44.77
Quantity: 2 available
Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -The book presents, a new large deviations principles (SLDP) of non-Freidlin-Wentzell type, corresponding to the solutions Colombeau-Ito's SDE. Using SLDP we present a new approach to construct the Bellman function V(t,x) and optimal control u(t,x) directly,i.e.,without any reference to the Bellman equation, by way of using strong large deviations principle for the solutions Colombeau-Ito's SDE. As important application such SLDP, the generic imperfect dynamic models of air-to-surface missiles are given in addition to the related simple guidance law. A four, examples have been illustrated proposed approach and corresponding numerical simulations have been illustrated and analyzed. Using SLDP approach, Jumps phenomena, in financial markets, also is considered. Jumps phenomena, in financial markets is explained from the first principles, without any reference to Poisson jump process. In contrast with a phenomenological approach we explain such jumps phenomena from the first principles, without any reference to Poisson jump process. 324 pp. Englisch.…
Seller Inventory # 9783659663796
- Title
- Large deviations principles of Non-Freidlin-Wentzell type
- Author
- Jaykov Foukzon
- Publisher
- LAP LAMBERT Academic Publishing Jul 2015
- Publication year
- 2015
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3659663794
- ISBN 13
- 9783659663796
- Item weight
- 500 grams
- Dimensions
- 220x150x20 mm
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About the Author
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BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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