Stochastic Differential Systems Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980

Bibliographic Details
Other Authors: Arato, M. (Editor), Vermes, D. (Editor), Balakrishnan, A.V. (Editor)
Format: eBook
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1981, 1981
Edition:1st ed. 1981
Series:Lecture Notes in Control and Information Sciences
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Arato, M.  |e [editor] 
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 
250 |a 1st ed. 1981 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1981, 1981 
300 |a VI, 251 p. 3 illus  |b online resource 
505 0 |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 
653 |a Mechatronics 
653 |a Control, Robotics, Mechatronics 
653 |a Control engineering 
653 |a Robotics 
653 |a Probability Theory and Stochastic Processes 
653 |a Probabilities 
700 1 |a Vermes, D.  |e [editor] 
700 1 |a Balakrishnan, A.V.  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Lecture Notes in Control and Information Sciences 
856 4 0 |u  |x Verlag  |3 Volltext 
082 0 |a 519.2