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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
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1981, 1981
Edition:1st ed. 1981
Series:Lecture Notes in Control and Information Sciences
Subjects:
Mechatronics
Control, Robotics, Mechatronics
Control Engineering
Robotics
Probability Theory And Stochastic Processes
Probabilities
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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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