Measure Theory. Applications to Stochastic Analysis: Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 (Lecture Notes in Mathematics, 695)

ISBN 10: 3540090983 / ISBN 13: 9783540090984

Editore: Springer, 1978

Riguardo questo articolo

Codice articolo ABLIING23Mar3113020158379

Dati bibliografici

• Titolo: Measure Theory. Applications to Stochastic Analysis: Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 (Lecture Notes in Mathematics, 695)
• Editore: Springer
• Data di pubblicazione: 1978
• Lingua: Inglese
• ISBN 10: 3540090983
• ISBN 13: 9783540090984
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

Contenuti

Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and Lévy's functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions.