Stochastic Methods for Modeling and Predicting Complex Dynamical Systems

DOI10.1007/978-3-031-22249-8zbMath1515.93004MaRDI QIDQ6488309

Nan Chen

Publication date: 6 April 2023

Published in: Synthesis Lectures on Mathematics \& Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) System structure simplification (93B11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Measures of information, entropy (94A17) Approximation methods and numerical treatment of dynamical systems (37M99)

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