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).

Arato, M.; Vermes, D.; Balakrishnan, A. V.:

ISBN 10: 3540110380 / ISBN 13: 9783540110385

Editore: Berlin, Heidelberg: Springer-Verlag, 1981

Riguardo questo articolo

Lecture Notes in Control and Information Sciences, Band 36. Zust: Gutes Exemplar. VI, 250 Seiten, Englisch 422g.

Codice articolo 493804

Dati bibliografici

• Titolo: 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
• Data di pubblicazione: 1981
• Lingua: Inglese
• ISBN 10: 3540110380
• ISBN 13: 9783540110385
• Rilegatura: kartoniert
• Condizione: Sehr gut
• Peso: 422 grammi
• Cataloghi dei venditori:
  • Mathematik

Descrizione articolo

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.