Stochastic Differential Systems

Lingua: inglese

Editore: Springer, Springer Vieweg Nov 1982, 1982

3540120610 / 9783540120612

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This item is printed on demand - Print on Demand Titel. Neuware -Radon-Nikodym derivatives in case of rational spectral densities.- Differentiation of measures related to stochastic processes.- Dynkin games.- An introduction to the stochastic calculus of variations.- On one-dimensional Markov SDEs.- Some problems in sequential analysis.- A stochastic differential equation for Feller's one-dimensional diffusions.- A result of the iterated logarithm type for a certain class of stochastic processes.- Approximation of large deviations estimates and escape times and applications to systems with small noise effects.- On strong solutions of stohastic equations with respect to semimartingales.- Inverse problems in stochastic Riemannian geometry.- Some results on likelihood ratios for two-parameter processes.- Controllability of stochastic systems.- Solving the Zakai equation by ito's Method.- Simple and efficient linear and nonlinear filters by regular perturbation methods.- The non linear filtering equations.- On robust approximations in nonlinear filtering.- Smoothing of a diffusion process conditionned at final time.- First passage times in stochastic models of physical systems and in filtering theory.- Adaptive stochastic filtering problems - The continuous time case.- Between the chapters: An editor's note.- On perturbation methods in stochastic control.- A control problem in a manifold with nonsmooth boundary.- Some recent results on the control of partially observable stochastic systems.- Optimal controls for partially observed stochastic systems using nonstandard analysis.- Stochastic control with tracking of exogenous parameters.- Nisio semi-group associated to the control of Markov processes.- Optimal control of partially observed diffusions via the separation principle.- A class of singular stochastic control problems.- Surl'arret optimal de processus a deux indices reels.- Duality theory for some stochastic control models.- On the control of jump processes.- A partially observed inventory problem.- On impulsive control with long run average cost criterion.- Separation theorem for optimal impulse control with discontinuous observations.- Optimal control based on observations on the boundary.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 396 pp. Englisch.…

Codice articolo 9783540120612

Titolo
Stochastic Differential Systems
Autore
M. Kohlmann
Editore
Springer, Springer Vieweg Nov 1982
Anno di pubblicazione
1982
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3540120610
ISBN 13
9783540120612
Peso dell'articolo
681 grammi
Dimensioni
244x170x22 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

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Venditore AbeBooks dal 23 gennaio 2017

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