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| 008 |
140122 ||| eng |
| 020 |
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|a 9783540385035
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| 100 |
1 |
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|a Grigelionis, B.
|e [editor]
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| 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
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| 250 |
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|a 1st ed. 1980
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1980, 1980
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| 300 |
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|a IX, 367 p. 1 illus
|b online resource
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| 505 |
0 |
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|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
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| 505 |
0 |
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|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 --
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| 505 |
0 |
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|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 --
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| 653 |
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|a Control, Robotics, Automation
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| 653 |
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|a Calculus of Variations and Optimization
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| 653 |
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|a Control theory
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| 653 |
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|a Systems Theory, Control
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| 653 |
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|a Probability Theory
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| 653 |
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|a System theory
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| 653 |
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|a Control engineering
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| 653 |
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|a Robotics
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| 653 |
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|a Automation
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| 653 |
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|a Mathematical optimization
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| 653 |
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|a Calculus of variations
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| 653 |
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|a Probabilities
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
0 |
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|a Lecture Notes in Control and Information Sciences
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| 028 |
5 |
0 |
|a 10.1007/BFb0003992
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| 856 |
4 |
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|u https://doi.org/10.1007/BFb0003992?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 519.2
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