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

Softcover

ISBN 10: 3540090983 ISBN 13: 9783540090984

Verlag: Springer, 2009

Inhaltsangabe

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.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2009
• Sprache: Englisch
• ISBN 10: 3540090983
• ISBN 13: 9783540090984
• Einband: Taschenbuch
• Anzahl der Seiten: 280
• Herausgeber: Kallianpur G.
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland