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| 008 |
140122 ||| eng |
| 020 |
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|a 9783540397670
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| 100 |
1 |
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|a Christopeit, Norbert
|e [editor]
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| 245 |
0 |
0 |
|a Stochastic Differential Systems
|h Elektronische Ressource
|b Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985
|c edited by Norbert Christopeit, Kurt Helmes, Michael Kohlmann
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| 250 |
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|a 1st ed. 1986
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1986, 1986
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| 300 |
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|a V, 375 p. 1 illus
|b online resource
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| 505 |
0 |
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|a Wide band limit of Lyapounov exponents -- Filtering with observations on a Riemannian symmetric space -- To the theory of the generalized diffusion -- The linear operator-valued stochastic equations -- Stochastic calculus of variations revisited -- Stability under small perturbations
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| 505 |
0 |
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|a Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics -- Existence of optimal markovian controls for degenerate diffusions -- On Levy's area process -- Central limit theorems and random currents -- On girsanov solutions of infinite dimensional SDEs -- Explicit solution of a general consumption/investment problem -- Viscosity solutions in partially observed control -- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales -- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms -- Weak convergence and approximations for partial differential equations with random process coefficients -- Optimal control of reflected diffusion processes : An example of state constraints -- Asymptotic ordering of probability distributions for linear controlled systemswith quadratic cost -- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data --
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| 505 |
0 |
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|a Some points of interaction between stochastic analysis and quantum theory -- On a class of stochastic differential equations which do not satisfy Lipschitz conditions -- Current results and issues in stochastic control -- A method for constructing ?- optimal controls in problems with partial observation of the state -- Overload control for SPC telephone exchanges — refined models and stochastic control -- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure -- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models -- A solution to the partially observed control problem of linear systems, with non-quadratic cost -- Stationary control of brownian motion in several dimensions -- Control of piecewise-deterministic processes via discrete-time dynamic programming -- Reverse time smoothing for point process observations -- A finitely additive version of Poincare's recurrence theorem --
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| 653 |
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|a Control, Robotics, Automation
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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 Automation
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| 700 |
1 |
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|a Helmes, Kurt
|e [editor]
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| 700 |
1 |
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|a Kohlmann, Michael
|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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| 028 |
5 |
0 |
|a 10.1007/BFb0041147
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| 856 |
4 |
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|u https://doi.org/10.1007/BFb0041147?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 629.8
|