Stochastic Differential Systems : Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15¿20, 1980

M. Arato

ISBN 10: 3540110380 / ISBN 13: 9783540110385

Verlag: Springer Berlin Heidelberg, 1981

Beschreibung

Druck auf Anfrage Neuware - Printed after ordering - 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 H¿lder 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.

Bestandsnummer des Verkäufers 9783540110385

Bibliografische Details

• Titel: Stochastic Differential Systems : Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15¿20, 1980
• Verlag: Springer Berlin Heidelberg
• Erscheinungsjahr: 1981
• Sprache: Englisch
• ISBN-10: 3540110380
• ISBN-13: 9783540110385
• Einband: Taschenbuch
• Zustand: Neu
• Abmessungen: 244B x 170 H x 15 T Millimeter Breite: 244 mm, Höhe: 170 mm, Tiefe: 15 mm
• Gewicht: 455 Gramm