Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Singapore ; ; Hackensack, : World Scientific, c2012 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 515.3 |
Soggetto topico |
Brownian motion processes
Stochastic processes |
Soggetto genere / forma | Electronic books. |
ISBN |
1-280-37753-4
9786613555441 981-4366-37-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; Contents; 1. Background Material; 1.1 Introduction; 1.2 Wiener Process and Wiener Measure; 1.3 Stochastic Differential Equations in Rd; 1.4 Stochastic Differential Equations in H; 1.4.1 Measure Solutions; 1.5 Nonlinear Filtering; 1.5.1 Finite Dimensional Filtering; 1.5.2 Infinite Dimensional Filtering; 1.6 Elements of Vector Measures; 1.7 Some Problems for Exercise; 2. Regular Functionals of Brownian Motion; 2.1 Introduction; 2.2 Functionals of Scalar Brownian Motion; 2.3 Functionals of Vector Brownian Motion; 2.4 Functionals of Gaussian Random Field (GRF)
5.6 Some Problems for Exercise6. Lp-Based Generalized Functionals of White Noise III; 6.1 Introduction; 6.2 Homogeneous Functionals of Degree n; 6.3 Nonhomogeneous Functionals; 6.4 Weighted Generalized Functionals; 6.5 Some Examples Related to Section 6.4; 6.6 Generalized Functionals of Random Fields Applied; 6.7 ̃ Fq-Valued Vector Measures with Application; 6.8 Some Problems for Exercise; 7. Wp,m-Based Generalized Functionals of White Noise IV; 7.1 Introduction; 7.2 Homogeneous Functionals; 7.3 Nonhomogeneous Functionals; 7.4 Inductive and Projective Limits 8.7.2 Smoothness under H ̈ormander's Conditions |
Record Nr. | UNINA-9910457807603321 |
Ahmed N. U (Nasir Uddin)
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Singapore ; ; Hackensack, : World Scientific, c2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Singapore ; ; Hackensack, : World Scientific, c2012 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 515.3 |
Soggetto topico |
Brownian motion processes
Stochastic processes |
ISBN |
1-280-37753-4
9786613555441 981-4366-37-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; Contents; 1. Background Material; 1.1 Introduction; 1.2 Wiener Process and Wiener Measure; 1.3 Stochastic Differential Equations in Rd; 1.4 Stochastic Differential Equations in H; 1.4.1 Measure Solutions; 1.5 Nonlinear Filtering; 1.5.1 Finite Dimensional Filtering; 1.5.2 Infinite Dimensional Filtering; 1.6 Elements of Vector Measures; 1.7 Some Problems for Exercise; 2. Regular Functionals of Brownian Motion; 2.1 Introduction; 2.2 Functionals of Scalar Brownian Motion; 2.3 Functionals of Vector Brownian Motion; 2.4 Functionals of Gaussian Random Field (GRF)
5.6 Some Problems for Exercise6. Lp-Based Generalized Functionals of White Noise III; 6.1 Introduction; 6.2 Homogeneous Functionals of Degree n; 6.3 Nonhomogeneous Functionals; 6.4 Weighted Generalized Functionals; 6.5 Some Examples Related to Section 6.4; 6.6 Generalized Functionals of Random Fields Applied; 6.7 ̃ Fq-Valued Vector Measures with Application; 6.8 Some Problems for Exercise; 7. Wp,m-Based Generalized Functionals of White Noise IV; 7.1 Introduction; 7.2 Homogeneous Functionals; 7.3 Nonhomogeneous Functionals; 7.4 Inductive and Projective Limits 8.7.2 Smoothness under H ̈ormander's Conditions |
Record Nr. | UNINA-9910778809703321 |
Ahmed N. U (Nasir Uddin)
![]() |
||
Singapore ; ; Hackensack, : World Scientific, c2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Singapore ; ; Hackensack, : World Scientific, c2012 |
Descrizione fisica | 1 online resource (314 p.) |
Disciplina | 515.3 |
Soggetto topico |
Brownian motion processes
Stochastic processes |
ISBN |
1-280-37753-4
9786613555441 981-4366-37-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Preface; Contents; 1. Background Material; 1.1 Introduction; 1.2 Wiener Process and Wiener Measure; 1.3 Stochastic Differential Equations in Rd; 1.4 Stochastic Differential Equations in H; 1.4.1 Measure Solutions; 1.5 Nonlinear Filtering; 1.5.1 Finite Dimensional Filtering; 1.5.2 Infinite Dimensional Filtering; 1.6 Elements of Vector Measures; 1.7 Some Problems for Exercise; 2. Regular Functionals of Brownian Motion; 2.1 Introduction; 2.2 Functionals of Scalar Brownian Motion; 2.3 Functionals of Vector Brownian Motion; 2.4 Functionals of Gaussian Random Field (GRF)
5.6 Some Problems for Exercise6. Lp-Based Generalized Functionals of White Noise III; 6.1 Introduction; 6.2 Homogeneous Functionals of Degree n; 6.3 Nonhomogeneous Functionals; 6.4 Weighted Generalized Functionals; 6.5 Some Examples Related to Section 6.4; 6.6 Generalized Functionals of Random Fields Applied; 6.7 ̃ Fq-Valued Vector Measures with Application; 6.8 Some Problems for Exercise; 7. Wp,m-Based Generalized Functionals of White Noise IV; 7.1 Introduction; 7.2 Homogeneous Functionals; 7.3 Nonhomogeneous Functionals; 7.4 Inductive and Projective Limits 8.7.2 Smoothness under H ̈ormander's Conditions |
Record Nr. | UNINA-9910814917603321 |
Ahmed N. U (Nasir Uddin)
![]() |
||
Singapore ; ; Hackensack, : World Scientific, c2012 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
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Measure-valued solutions for nonlinear evolution equations on Banach spaces and their optimal control / / N.U. Ahmed, Shian Wang |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Cham : , : Springer, , [2023] |
Descrizione fisica | 1 online resource (xiii, 227 pages) |
Disciplina | 515.355 |
Soggetto topico |
Evolution equations, Nonlinear
Banach spaces Differential equations System theory Control theory Functional analysis Mathematics Engineering mathematics Differential Equations Systems Theory, Control Functional Analysis Applications of Mathematics Engineering Mathematics |
ISBN |
3-031-37260-3
9783031372605 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Intro -- Preface -- Contents -- 1 Background Materials From Analysis -- 1.1 Introduction -- 1.2 Vector-Valued Measures -- 1.3 Multi Valued Functions -- 1.4 Bibliographical Notes -- 2 Measure Solutions for Deterministic Evolution Equations -- 2.1 Evolution Equations with Continuous Vector Fields -- 2.1.1 Motivation -- 2.1.2 Introduction -- 2.2 Evolution Equations Under Relaxed Hypothesis -- 2.2.1 Competing Notions of Solutions -- 2.2.2 Quasilinear Problems -- 2.3 Evolution Equations with Measurable Vector Fields -- 2.3.1 Introduction -- 2.3.2 Existence of Measure Solutions -- 2.3.3 Differential Equations on the Space of Measures -- 2.4 Bibliographical Notes -- 3 Measure Solutions for Impulsive Systems -- 3.1 Introduction -- 3.2 Spaces of Measure-Valued Functions -- 3.3 Measure-Valued Solutions -- 3.3.1 Existence of Measure Solutions -- 3.3.2 Measure Solutions vs. Pathwise Solutions -- 3.4 Differential Equations on the Space of Measures -- 3.5 Differential Inclusions -- 3.5.1 Classical Model -- 3.5.2 General Model -- 3.6 Bibliographical Notes -- 4 Measure Solutions for Stochastic Systems -- 4.1 Introduction -- 4.2 Existence of Measure Solutions -- 4.2.1 Martingale vs. Generalized Solutions -- 4.2.2 Some Illustrative Examples -- 4.3 Stochastic Systems Driven by Martingale Measures -- 4.3.1 Special Vector Spaces -- 4.3.2 Some Basic Properties of the Martingale Measure M -- 4.3.3 Basic Formulation of the System -- 4.3.4 Existence of Measure Solutions -- 4.4 Extension to Measurable Vector Fields -- 4.5 Bibliographical Notes -- 5 Measure Solutions for Neutral Evolution Equations -- 5.1 Introduction -- 5.2 Basic Background Materials -- 5.3 Existence of Measure Solutions and Their Regularity -- 5.4 Stochastic Neutral Systems -- 5.4.1 Basic Background Materials -- 5.4.2 Existence of Measure Solutions and Their Regularity.
5.5 Second Order Neutral Differential Equations -- 5.5.1 Introduction -- 5.5.2 Some Basic Notations -- 5.5.3 System Models -- 5.5.4 System Models Generating C0-Group -- 5.5.5 Existence and Regularity of Solutions -- 5.6 Stochastic Second Order Neutral Systems -- 5.7 Bibliographical Notes -- 6 Optimal Control of Evolution Equations -- 6.1 Optimal Control of Deterministic Systems -- 6.2 Optimal Control of Impulsive Systems -- 6.3 Optimal Control of Stochastic Systems -- 6.4 Optimal Control of Neutral Systems -- 6.4.1 Deterministic Neutral Systems (DNS) -- 6.4.2 Stochastic Neutral Systems (SNS) -- 6.5 Bibliographical Notes -- 7 Examples From Physical Sciences -- 7.1 Nonlinear Schrödinger Equation -- 7.1.1 Basic Formulation of the System Model -- 7.1.2 Existence and Uniqueness of Solutions -- 7.2 Stochastic Navier-Stokes Equation -- 7.3 Reaction Diffusion Equation (Biomedical Application) -- 7.4 Bibliographical Notes -- Reference -- Index. |
Record Nr. | UNINA-9910741164503321 |
Ahmed N. U (Nasir Uddin)
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Cham : , : Springer, , [2023] | ||
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Lo trovi qui: Univ. Federico II | ||
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Optimal control of dynamic systems driven by vector measures : theory and applications / / N.U. Ahmed, Shian Wang |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (328 pages) |
Disciplina | 629.8312 |
Soggetto topico |
Control theory
Teoria de control Anàlisi de sistemes Optimització matemàtica |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-82139-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910503005803321 |
Ahmed N. U (Nasir Uddin)
![]() |
||
Cham, Switzerland : , : Springer, , [2021] | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Optimal control of dynamic systems driven by vector measures : theory and applications / / N.U. Ahmed, Shian Wang |
Autore | Ahmed N. U (Nasir Uddin) |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (328 pages) |
Disciplina | 629.8312 |
Soggetto topico |
Control theory
Teoria de control Anàlisi de sistemes Optimització matemàtica |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-82139-0 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNISA-996466410603316 |
Ahmed N. U (Nasir Uddin)
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||
Cham, Switzerland : , : Springer, , [2021] | ||
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Lo trovi qui: Univ. di Salerno | ||
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