Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1985, 1985
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| Edition: | 1st ed. 1985 |
| 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:
- Partially observed stochastic controls based on a cumulative digital read out of the observations
- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems
- A PDE approach to asymptotic estimates for optimal exit probabilities
- Optimal stochastic control with state constraints
- On impulse control with partial observation
- Construction and control of reflected diffusion with jumps
- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential
- Homogeneization for equations with random coefficients
- A nice discretization for stochastic line integrals
- On one-dimensional stochastic differential equations with generalized drift
- An entropy approach to the time reversal of diffusion processes
- On the drift of a reversed diffusion
- Time reversal of diffusion processes
- Divergence, convergence and moments of some integral functionals of diffusions
- On first exit times of diffusions
- Smoothing for a finite state Markov process
- Some remarks on gaussian solutions and explicit filtering formulae
- White noise theory of filtering-some robustness and consistency results
- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations
- Continuous versions of the conditionalstatistics of nonlinear filtering
- Homogenization of bellman equations
- Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires
- Stationary distributions for ?-dimensional linear equations with general noise
- Non-linear evolution equations and functionnals of measure-valued branching processes
- DNA disribution as a measure valued process
- Weak solutions of stochastic evolution equations
- Stability of parabolic equations with boundary and pointwise noise
- Stochastic partial differential equations and renormalization theory (stochastic quantization)
- On the regularity of the solutions of stochastic partial differential equations
- Asymptotic analysis of multilevel stochastic systems
- Space scaling limit theorems for infinite particle branching brownian motions with immigration
- An invariance principle for martingales with values in sobolev spaces
- Large deviations for stationary Gaussian processes