随机微分方程（第6版） 下载 mobi epub pdf 电子书 2024

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　　《随机微分方程》(第6版)为全英文版，适合数学专业研究生阅读参考。

内容简介

　　随机微分方程在数学以外的许多领域有着广泛的应用，它对数学领域中的许多分支起着有效的联结作用。本书是《Universitext》丛书之一，是一部理想的研究生教材。我们曾影印出版了第2版和第4版，第6版与第4版相比，内容做了较大的修改和补充，增加了90页的篇幅(近1／3内容)，包括鞅表示论、变分不等式和随机控制等内容，书后附有部分习题解答和提示。

目录

Introduction
1.1 Stochastic Analogs of Classical Differential Equations
1.2 Filtering Problems
1.3 Stochastic Approach to Deterministic Boundary Value Problems
1.4 Optimal Stopping
1.5 Stochastic Control
1.6 Mathematical Finance
Some Mathematical Preliminaries
2.1 Probability Spaces， Random Variables and Stochastic Processes
2.2 An Important Example： Brownian Motion
Exercises
Ito Integrals
3.1 Construction of the It5 Integral
3.2 Some properties of the It5 integral
3.3 Extensions of the Ito integral
Exercises
The Ito Formula and the Martingale Representation
Theorem
4.1 The 1-dimensional It5 formula
4.2 The Multi-dimensional It5 Formula
4.3 The Martingale Representation Theorem
Exercises
Stochastic Differential Equations
5.1 Examples and Some Solution Methods
5.2 An Existence and Uniqueness Result
5.3 Weak and Strong Solutions
Exercises
6 The Filtering Problem
6.1 Introduction
6.2 The 1-Dimensional Linear Filtering Problem
6.3 The Multidimensional Linear Filtering Problem
Exercises
7 Diffusions： Basic Properties
7.1 The Markov Property
7.2 The Strong Markov Property
7.3 The Generator of an It5 Diffusion
7.4 The Dynkin Formula
7.5 The Characteristic Operator
Exercises
8 Other Topics in Diffusion Theory
8.1 Kolmogorovs Backward Equation. The Resolvent
8.2 The Feynman-Kac Formula. Killing
8.3 The Martingale Problem
8.4 When is an It5 Process a Diffusion?
8.5 Random Time Change
8.6 The Girsanov Theorem
Exercises
9 Applications to Boundary Value Problems
9.1 The Combined Dirichlet-Poisson Problem. Uniqueness
9.2 The Dirichlet Problem. Regular Points
9.3 The Poisson Problem
Exercises
10 Application to Optimal Stopping
10.1 The Time-Homogeneous Case
10.2 The Time-Inhomogeneous Case
10.3 Optimal Stopping Problems Involving an Integral
10.4 Connection with Variational Inequalities
Exercises
11 Application to Stochastic Control
11.1 Statement of the Problem
11.2 The Ha.milton-Jacobi-Bellman Equation
11.3 Stochastic control problems with terminal conditions
Exercises
12 Application to Mathematical Finance
12.1 Market， portfolio and arbitrage
12.2 Attainability and Completeness
12.3 Option Pricing
Exercises
Appendix A： Normal Random Variables
Appendix B： Conditional Expectation
Appendix C： Uniform Integrability and Martingale
Convergence
Appendix D： An Approximation Result
Solutions and Additional Hints to Some of the Exercises..
References
List of Frequently Used Notation and Symbols
Index

前言/序言

随机微分方程（第6版） 下载 mobi epub pdf txt 电子书 格式

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随机微分方程较专业的书籍，推荐阅读！

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书很不错，送货也快！好好学习！！

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领域必读佳作，初学者必读

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书很好！快递送的很快！

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买了很久拆开发现使用过啊，封面有折痕，侧边一处黑色很脏。

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书确实不错，对于基础较差的人难看懂

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数学经典，值得拥有，数学经典，值得拥有

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不错的书，比较适合自己，内容很详细

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两轮自平衡机器人的研究和设计是机器人学研究的重要课题，其运动平衡控制策略的研究是目前的研究热点。本书分8章介绍了两轮自平衡机器人的系统设计，包括硬件设计、软件设计、算法设计、电路系统分析与设计等；两轮自平衡机器人的系统建模，包括柔性体和刚性体；系统地介绍了两轮机器人自平衡控制的控制算法，包括非线性PID控制、模糊控制、动态逆控制、仿生自主学习控制。

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