Includes bibliographical references (pages 237-239).
Note
Includes indexes.
Contents
Front Cover; Probability Methods for Approximations in Stochastic Control and for Elliptic Equations; Copyright Page; Contents; Preface; Acknowledgments; Chapter 1. Probability Background; Chapter 2. Weak Convergence of Probability Measures; Chapter 3. Markov Chains and Control Problems with Markov Chain Models; Chapter 4. Elliptic and Parabolic Equations and Functionals of Diffusions; Chapter 5. A Simple Application of the Invariance Theorems; Chapter 6. Elliptic Equations and Uncontrolled Diffusions; Chapter 7. Approximations for Parabolic Equations and Nonlinear Filtering Problems.
Summary
Probability methods for approximations in stochastic control and for elliptic equations.
Local Note
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America