MARC record from Internet Archive

LEADER: 04854cam 2200325 a 4500
001 9920579690001661
005 20161129140721.0
008 020312s2001 njua b 001 0 eng d
010 $a 2002277247
020 $a9810247427
035 $a(CSdNU)u109451-01national_inst
035 $a(OCoLC)49281891
035 $a(Sirsi) 01-AAP-2411
040 $aTEF$cDLC$dCNU$dOrPss
041 1 $aeng$hrus
042 $alccopycat
049 $aCNUM
050 00 $aQA274.23$b.P8513 2001
100 1 $aPugachev, V. S.$q(Vladimir Semenovich).
240 10 $aStokhasticheskie differentsialnye sistemy.$lEnglish
245 10 $aStochastic systems :$btheory and applications /$cV.S. Pugachev, I.N. Sinitsyn ; translated by I.V. Sinitsyna.
260 $aRiver Edge, NJ :$bWorld Scientific,$cc2001.
300 $axx, 908 p. :$bill. ;$c24 cm.
504 $aIncludes bibliographical references (p. [885]-898) and index.
505 0 $aDynamical Systems and Their Characteristics -- Continuous Systems -- Linear Differential Systems -- Connections of Systems -- Stochastic Differential Systems -- Stochastic Discrete Systems -- Stochastic Composed Systems. Basic Problems of Stochastic Systems Theory -- Random Variables, Processes and Functions -- Probability Spaces -- Random Variables -- Conditional Probabilities -- Probabilities in Finite Product of Spaces -- Probabilities in Infinite Product of Spaces -- Existence of Regular Conditional Probabilities -- Probability Measure of Random Function -- Separable Random Functions -- Continuous Random Functions -- Differentiable Random Functions -- Moments, Characteristic Functions, Functionals and Canonical Expansions -- Expectation of Random Function -- Expectation of Random Variable in Topological Linear Space -- Moments -- Conditional Moments -- Characteristic Functions and Functionals -- Sequences of Probability Measures and Characteristic Functionals. Distributions in Banach Spaces -- Normal Distributions in Linear Spaces -- Approximate Representation of Distributions -- Canonical Expansions -- Stochastic Integrals, Spectral and Integral Canonical Representations -- Mean Square Limits -- Mean Square Continuity of Random Function -- Differentiation of Random Functions -- Integration of Random Function over Nonrandom Measure -- Integration over Random Measure -- Stochastic Integral -- Generalized Random Functions -- Integral Canonical and Spectral Representations -- General Theory of Stochastic Systems and Its Applications -- Stochastic Differentials -- Stochastic Differential Equations -- Differential Equations Containing Random Functions -- Transformation of System Equations into Stochastic Equations -- Numerical Integration of Stochastic Differential Equation -- Multi-Dimensional Distributions in Stochastic Differential Systems -- Multi-Dimensional Distributions in Stochastic Discrete and Continuous-Discrete Systems -- Distributions in Stochastic Composed Systems -- Distributions in Stochastic Infinite-Dimensional Systems -- Applications. Optimal Online Filtering -- Methods of Linear Stochastic Systems Theory and Their Applications -- Spectral and Correlation Methods -- Methods of General Linear Stochastic Systems Theory -- Methods of Linear Theory of Stochastic Systems based on Canonical Expansions -- Methods of Linear of Stochastic Systems Theory based on Integral Canonical Representations -- Applications. Shaping Filters Design and Modeling -- Applications. Optimal Online Linear Filtering -- Methods of Nonlinear Stochastic Systems Theory and Their Applications -- Moments of State Vector -- Methods of Normal Approximation and Statistical Linearization -- Methods of General Nonlinear Stochastic Systems Theory. Parametrization of Multi-Dimensional Distributions -- Methods of Moments and Semiinvariants -- Methods based on Orthogonal Expansions and Quasimoments -- Structural Parametrization of Distributions. Ellipsoidal Approximation Method -- Methods based on Canonical Representations -- Applications. Analysis of Stochastic Systems and Analytical Modeling -- Online Conditionally Optimal Nonlinear Filltering -- Stochastic Ito Differentials of Typical Composite Functions -- Hermite Polynomials. Polynomials Orthogonal to Gamma and X[superscript 2]-Distibutions -- Statistical Linearization of Typical Composite Functions -- Integrands Evaluation in Equations of Methods based on Parametrization Distributions -- Basic Characteristics of Some Continuous Typical Linear Systems -- Structural Transformation Rules -- Some Definite Integrals and Special Functions.
650 0 $aStochastic differential equations.
650 0 $aStochastic systems.
700 1 $aSinitsyn, I. N.$q(Igor? Nikolaevich)
948 $a02/03/2003$b02/07/2003
999 $aQA 274.23 P8513 2001$wLC$c1$i31786101521281$d1/29/2011$e1/26/2011 $f6/16/2004$g1$lCIRCSTACKS$mNULS$n1$rY$sY$tBOOK$u2/7/2003