Stochastic Systems

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Series: Mathematics in science and engineering 169

ISBN: 9780120443703, 0120443708

Size: 1 MB (1566705 bytes)

Pages: iii-xvii, 1-331/347

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George Adomian (Eds.)9780120443703, 0120443708


Table of contents :
Content:
Edited by
Page iii

Copyright page
Page iv

Dedication
Page v

Foreword
Page xi
Richard Bellman

Preface
Pages xiii-xvii

CHAPTER 1 Green’s Functions and Systems Theory
Pages 1-57

CHAPTER 2 A Basic Review of the Theory of Stochastic Processes
Pages 58-81

CHAPTER 3 Stochastic Operators and Stochastic Systems
Pages 82-95

CHAPTER 4 Linear Stochastic Differential Equations
Pages 96-151

CHAPTER 5 Nonlinear Stochastic Differential Equations
Pages 152-185

CHAPTER 6 Successive Improvements
Pages 186-200

CHAPTER 7 Computational Aspects and a General Method
Pages 201-224

CHAPTER 8 The Deterministic Limit of Stochastic Theory
Pages 225-242

CHAPTER 9 Comparisons and Relations
Pages 243-256

CHAPTER 10 Stochastic Partial Differential Equations
Pages 257-270

CHAPTER 11 Analytical Foundations of Stochastic Operator Equations
Pages 271-304

CHAPTER 12 Applications
Pages 305-324

Supplementary References
Pages 325-326

Index
Pages 327-331

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