TY - CHAP AU - Shambhu N. Sharma ED - Chris Myers Y1 - 2010-08-17 PY - 2010 T1 - The Itô Calculus for a Noisy Dynamical System N2 - Uncertainty presents significant challenges in the reasoning about and controlling of complex dynamical systems. To address this challenge, numerous researchers are developing improved methods for stochastic analysis. This book presents a diverse collection of some of the latest research in this important area. In particular, this book gives an overview of some of the theoretical methods and tools for stochastic analysis, and it presents the applications of these methods to problems in systems theory, science, and economics. BT - Stochastic Control SP - Ch. 2 UR - https://doi.org/10.5772/intechopen.83860 DO - 10.5772/intechopen.83860 SN - PB - IntechOpen CY - Rijeka Y2 - 2024-03-28 ER -