Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978
| Other Authors: | |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1980, 1980
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| Edition: | 1st ed. 1980 |
| Series: | Lecture Notes in Control and Information Sciences
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| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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
- 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
- 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