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
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