Stochastic differential systems; Teil: 2., June 28 - July 2, 1982. Lecture notes in control and information sciences ; Vol. 43

ISBN 10: 3540120610 / ISBN 13: 9783540120612

Editore: Berlin ; Heidelberg [u.a.] : Springer, 1982

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XII, 377 S. : graph. Darst. Ehem. Bibliotheksexemplar m. Stempel u. Rückensign. Moderate Gebrauchsspuren, insgesamt ein gutes Arbeitsexemplar. 9783540120612 Sprache: Englisch Gewicht in Gramm: 530.

Codice articolo 1100532

Dati bibliografici

• Titolo: Stochastic differential systems; Teil: 2., June 28 - July 2, 1982. Lecture notes in control and information sciences ; Vol. 43
• Editore: Berlin ; Heidelberg [u.a.] : Springer
• Data di pubblicazione: 1982
• Lingua: Inglese
• ISBN 10: 3540120610
• ISBN 13: 9783540120612
• Rilegatura: (Berlin,
• Peso: 530 grammi
• Cataloghi dei venditori:
  • SQ Informatik

Descrizione articolo

Contenuti

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.- Sur l'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.