Accession Number : AD0722091

Title :   Modelisation Stochastique Pour 1es Systemes a Constantes Reparties (Stochastic Modeling for Systems with Constant Intervals),

Corporate Author : ECOLE NATIONALE SUPERIEURE DES MINES DE PARIS FONTAINEBLEAU (FRANCE) CENTRE D'AUTOMATIQUE

Personal Author(s) : Bensoussan,A.

Report Date : NOV 1970

Pagination or Media Count : 16

Abstract : The problem of definition of 'white noise' with time-and space- parameters is presented. This question leads to the definition of stochastic linear functionnals on Hilbert spaces. The stochastic integrals appear as a particular case of this general functionnals. This notion is used for a formal mathematical description of systems, which are governed by partial differential equations. A new form of stochastic state-variable representation is presented.

Descriptors :   (*CONTROL SYSTEMS, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, PARTIAL DIFFERENTIAL EQUATIONS, WHITE NOISE, INTEGRALS, DISTRIBUTION THEORY, FRANCE

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE