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140122  eng 
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a 9783540385035

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1 

a Grigelionis, B.
e [editor]

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0 
0 
a Stochastic Differential Systems
h Elektronische Ressource
b Filtering and Control Proceedings of the IFIPWG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978
c edited by B. Grigelionis

250 


a 1st ed. 1980

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a Berlin, Heidelberg
b Springer Berlin Heidelberg
c 1980, 1980

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a IX, 367 p. 1 illus
b online resource

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0 

a A noteon strong solutions of stochastic differential equations with random coefficients  Nonequilibrium 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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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 NavierStokes equations  On absolute continuity of probability measures for markovitô processes  Representations of Gaussian random fields  Continuous additive &?processes 

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a Stochastic differential equation of the optimal nonlinear 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 bangbang 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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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

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a Robotics

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a Automation

653 


a Mathematical optimization

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a Calculus of variations

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a Probabilities

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0 
7 
a eng
2 ISO 6392

989 


b SBA
a Springer Book Archives 2004

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0 

a Lecture Notes in Control and Information Sciences

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5 
0 
a 10.1007/BFb0003992

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0 
u https://doi.org/10.1007/BFb0003992?nosfx=y
x Verlag
3 Volltext

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0 

a 519.2
