Stochastic Differential Systems Filtering and Control Proceedings of the IFIPWG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978
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Format:  eBook 
Language:  English 
Published: 
Berlin, Heidelberg
Springer Berlin Heidelberg
1980, 1980

Edition:  1st ed. 1980 
Series:  Lecture Notes in Control and Information Sciences

Subjects:  
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
 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
 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
 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