Stochastic Differential Systems : Proceedings of the 3rd Bad Honnef Conference June 3-7, 1985

Lingua: inglese

Editore: Springer, 1986

3540162283 / 9783540162285

Da: Buchpark, Trebbin, GermaniaBuchpark

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Zustand: Sehr gut | Seiten: 384 | Sprache: Englisch | Produktart: Bücher | 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.- 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 systems with quadratic cost.- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data.- 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.…

Codice articolo 24211545/202

Titolo
Stochastic Differential Systems : Proceedings of the 3rd Bad Honnef Conference June 3-7, 1985
Autore
Unbekannt
Editore
Springer
Anno di pubblicazione
1986
Condizione
Sehr gut
Rilegatura
Brossura
Lingua
inglese
ISBN 10
3540162283
ISBN 13
9783540162285
Cataloghi dei venditori
Bücher

Buchpark

Trebbin, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 30 settembre 2021

Tariffe di spedizione da Germania a U.S.A.

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