http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Introduction -- Probability and random processes -- Itô integrals and stochastic differential equations -- Analysis of discrete-time linear stochastic control systems -- Optimal estimation for discrete-time linear stochastic systems -- Optimal control of discrete-time linear stochastic systems -- Continuous-time linear stochastic control systems -- Optimal control of continuous-time linear stochastic systems -- Stability analysis of stochastic differential equations -- Appendix -- Index.
Guanrong Chen, Goong Chen, Shih-Hsun Hsu.
Includes bibliographical references and index.