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Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed
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)  
Singapore ; ; Hackensack, : World Scientific, c2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Generalized functionals of Brownian motion and their applications [[electronic resource] ] : nonlinear functionals of fundamental stochastic processes / / N.U. Ahmed
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Measure-valued solutions for nonlinear evolution equations on Banach spaces and their optimal control / / N.U. Ahmed, Shian Wang
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)  
Cham : , : Springer, , [2023]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Optimal control of dynamic systems driven by vector measures : theory and applications / / N.U. Ahmed, Shian Wang
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]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Optimal control of dynamic systems driven by vector measures : theory and applications / / N.U. Ahmed, Shian Wang
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)  
Cham, Switzerland : , : Springer, , [2021]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui