Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980: 36 - Brossura

Arato, M.

Brossura

ISBN 10: 3540110380 ISBN 13: 9783540110385

Casa editrice: Springer, 2013

Su questo libro

Contenuti

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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2013
• Lingua: Inglese
• ISBN 10: 3540110380
• ISBN 13: 9783540110385
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 260
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania