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Physical approach to short-term wind power prediction

Lange, Matthias ; Focken, Ulrich

Berlin : Springer, 2006

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  • Titre:
    Physical approach to short-term wind power prediction
  • Auteur: Lange, Matthias
  • Autre(s) auteur(s): Focken, Ulrich
  • Sujets: Énergie éolienne;
    Vent;
    Prévision;
    Mathématiques;
    Equation différentielle;
    Energie éolienne
  • Description: Mines : Contents : 1 Introduction. 2 Some Mathematical Preliminaries. 3 Itô Integrals. 4 The Itô Formula and the Martingale Representation Theorem. 5 Stochastic Differential Equations. 6 The Filtering Problem. 7 Diffusions: Basic Properties. 8 Other Topics in Diffusion Theory. 9 Applications to Boundary Value Problems. 10 Application to Optimal Stopping. 11 Application to Stochastic Control. 12 Application to Mathematical Finance. 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
  • Éditeur: Berlin : Springer
  • Date de publication: 2006
  • Format: 1 vol. (XII-208 p.) : ill. ; 25 cm
  • Langue: Anglais
  • Identifiant: ISBN 3-540-25662-8 ;ISBN 978-3-540-25662-5
  • Source: Mines ParisTech (catalogue)

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