Random Integral Equations with Applications to Stochastic Systems
Author | : C. P. Tsokos |
Publisher | : Springer |
Total Pages | : 181 |
Release | : 2006-11-15 |
ISBN-10 | : 9783540369929 |
ISBN-13 | : 3540369929 |
Rating | : 4/5 (929 Downloads) |
Download or read book Random Integral Equations with Applications to Stochastic Systems written by C. P. Tsokos and published by Springer. This book was released on 2006-11-15 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors have two main objectives in these notes. First, they wish to give a complete presentation of the theory of existence and uniqueness of random solutions of the most general random Volterra and Fredholm equations which have been studied heretofore. Second, to emphasize the application of their theory to stochastic systems which have not been extensively studied before due to mathematical difficulties that arise. These notes will be of value to mathematicians, probabilists, and engineers who are working in the area of systems theory or to those who are interested in the theory of random equations.