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| 008 |
140122 ||| eng |
| 020 |
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|a 9783540385646
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| 100 |
1 |
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|a Arato, M.
|e [editor]
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| 245 |
0 |
0 |
|a Stochastic Differential Systems
|h Elektronische Ressource
|b Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980
|c edited by M. Arato, D. Vermes, A.V. Balakrishnan
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| 250 |
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|a 1st ed. 1981
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1981, 1981
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| 300 |
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|a VI, 251 p. 3 illus
|b online resource
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| 505 |
0 |
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|a On optimal stopping times in operating systems -- Semimartingales defined on markov processes -- The expected value of perfect information in the optimal evolution of stochastic systems -- Some problems of large deviations -- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations -- Point processes and system lifetimes -- On weak convergence of semimartingales and point processes -- Ito formula in banach spaces -- General theorems of filtering with point process observations -- Existence of partially observable stochastic optimal controls -- On the generalization of the fefferman-garsia inequality -- Some remarks on the purely nondeterministic property of second order random fields -- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE -- On the first integrals and liouville equations for diffusion processes -- An averaging method for the analysis of adaptive systems with small adjustment rate -- A-spaces associated with processes. Application to stochastic equations -- A martingale approach to first passage problems and a new condition for Wald's identity -- A taylor formula for semimartingales solving a stochastic equation -- On optimal sensor location in stochastic differential systems and in their deterministic analogues -- On first order singular bellman equation -- A limit theorem of solutions of stochastic boundary-initial-value problems -- Stochastic integration with respect to multiparameter Gaussian processes -- On L2 and non-L2 multiple stochastic integration -- Optimal stochastic control under reliability constraints -- On controlled semi-markov processes with average reward criterion -- Likelihood ratios and kalman filtering for random fields
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| 653 |
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|a Mechatronics
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| 653 |
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|a Control, Robotics, Mechatronics
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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 Probability Theory and Stochastic Processes
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| 653 |
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|a Probabilities
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| 700 |
1 |
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|a Vermes, D.
|e [editor]
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| 700 |
1 |
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|a Balakrishnan, A.V.
|e [editor]
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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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| 856 |
4 |
0 |
|u https://doi.org/10.1007/BFb0006401?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 519.2
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