Stochastic Differential Systems Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980
Other Authors: | , , |
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Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1981, 1981
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Edition: | 1st ed. 1981 |
Series: | Lecture Notes in Control and Information Sciences
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Subjects: | |
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