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Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980: 36 - Brossura
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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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Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980 (Lecture Notes in Control and Information Sciences, 36)
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Stochastic Differential Systems : Proceedings of the 3rd Ifip-wg 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980
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Stochastic Differential Systems (Paperback)
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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 1981
ISBN 10: 3540110380
ISBN 13: 9783540110385
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Paperback. Condizione: new. Paperback. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9783540110385
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Stochastic Differential Systems : Proceedings of the 3rd Ifip-wg 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980
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Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980 (Lecture Notes in Control and Information Sciences, 36)
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Stochastic Differential Systems. Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15.-20, 1980 (Lecture Notes in Control and Information Sciences).
Editore:
Berlin, Heidelberg: Springer-Verlag, 1981
ISBN 10: 3540110380
ISBN 13: 9783540110385
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kartoniert. Condizione: Sehr gut. Lecture Notes in Control and Information Sciences, Band 36. Zust: Gutes Exemplar. VI, 250 Seiten, Englisch 422g. Codice articolo 493804
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Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980 (Lecture Notes in Control and Information Sciences, 36)
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Stochastic Differential Systems : Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrad, Hungary, Sept. 15-20, 1980
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Stochastic Differential Systems
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Springer Berlin Heidelberg, Springer Okt 1981, 1981
ISBN 10: 3540110380
ISBN 13: 9783540110385
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 H¿lder 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. 260 pp. Englisch. Codice articolo 9783540110385
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Stochastic Differential Systems
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Condizione: New. pp. 260. Codice articolo 2698289931
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