Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

Bibliographic Details
Other Authors: Grigelionis, B. (Editor)
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1980, 1980
Edition:1st ed. 1980
Series:Lecture Notes in Control and Information Sciences
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Grigelionis, B.  |e [editor] 
245 0 0 |a Stochastic Differential Systems  |h Elektronische Ressource  |b Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978  |c edited by B. Grigelionis 
250 |a 1st ed. 1980 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1980, 1980 
300 |a IX, 367 p. 1 illus  |b online resource 
505 0 |a A noteon strong solutions of stochastic differential equations with random coefficients -- Non-equilibrium solutions of an infinite system of stochastic differential equations -- On conditions for uniform integrability for continuous exponential martingales -- On weak compactiness of the sets of multiparameter stochastic processes -- Limit theorems for stocha stic equations with partial derivatives -- Formula for conditional Wiener integrals -- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation -- On a dirichlet problem with random coefficients -- Stochastic spectral equations 
505 0 |a Some estimation problems for stochastic differential equations -- Applications of stochastic differential equations to the description of turbulent equations -- On semimartingales with values in Euclidean halfspaces -- Multiplicative operator functional of markov processes and their applications -- On the predictable jumps of martingales -- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure -- On bellman equation for controlled degenerate general stochastic processes -- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process -- On the semigroup theory of stochastic control -- Stationary solutions of the stochastic Navier-Stokes equations -- On absolute continuity of probability measures for markov-itô processes -- Representations of Gaussian random fields -- Continuous additive &?-processes --  
505 0 |a Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process -- The maximum rate of convergence of discrete approximations for stochastic differential equations -- Approximation of itô integral equations -- A probabilistic approach to the representation problem of martingales as stochastic integral -- Diffusion in regions with many small holes -- Exterior dirichlet problems and the asymptotic behavior of diffusions -- On stochastic bang-bang control -- Structure of martingales under random change of time -- On stochastic equations with unbounded coefficients for jump processes -- To the maximum principle theory for problems of control of stochastic differential equations -- Diffusion processes with singular characteristics -- Construction and properties of a class of stochastic integrals -- The asymptotic statistical problems for fields of diffusion type --  
653 |a Control, Robotics, Automation 
653 |a Calculus of Variations and Optimization 
653 |a Control theory 
653 |a Systems Theory, Control 
653 |a Probability Theory 
653 |a System theory 
653 |a Control engineering 
653 |a Robotics 
653 |a Automation 
653 |a Mathematical optimization 
653 |a Calculus of variations 
653 |a Probabilities 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Lecture Notes in Control and Information Sciences 
028 5 0 |a 10.1007/BFb0003992 
856 4 0 |u  |x Verlag  |3 Volltext 
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