Stochastic Partial Differential Equations in Physical and Systems Sciences.
Final rept. 1 Dec 82-31 Aug 86,
WAYNE STATE UNIV DETROIT MI COLL OF LIBERAL ARTS
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A number of problems in optimal stochastic control and random media have been studied. They include some problems in singular and impulse control, numerical approximation and error estimates for stochastic control. Furthermore theory and application of stochastic partial differential equations to physical sciences are also investigated. Keywords Inequalities Wave propagation.
- Statistics and Probability