stochastic differential systems filtering (34 Ergebnisse)

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kartoniert kartoniert. Zustand: Gut. IV, 252 Seiten, Lecture Notes in Economics and Mathematical Systems, Band 84. Zust: Gutes Exemplar. Mit Widmung auf dem Frontcover. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 486 Softcover reprint of the original 1st ed. 1973.

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Zustand: Gut. IV; 252 S. Pages permanent minimal bronzy. With printed formulas. Pages above a bit shop-soiled. On the title page with a small pencil notice. Adapted from the Preface: This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department), presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed, several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works.The subject of this volume is at the heart of the most used part of modern Control Theory - indeed the bread-and-butter part. Englisch 1. Stock 99|9663CB Sprache: Englisch Gewicht in Gramm: 444 25 x 17,5 cm. Printed original board. Cover and back cover a bit shop-soiled. Also with light use traces.Front cover minimal bent.

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditionalstatistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Some estimation problems for stochastic differential equations.- Applications of stochastic differential equations to the description of turbulent equations.- On semimartingales with values in Euclidean halfspaces.- Multiplicative operator functional of markov processes and their applications.- On the predictable jumps of martingales.- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure.- On bellman equation for controlled degenerate general stochastic processes.- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process.- On the semigroup theory of stochastic control.- Stationary solutions of the stochastic Navier-Stokes equations.- On absolute continuity of probability measures for markov-itô processes.- Representations of Gaussian random fields.- Continuous additive & -processes.- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process.- The maximum rate of convergence of discrete approximations for stochastic differential equations.- Approximation of itô integral equations.- A probabilistic approach to the representation problem of martingales as stochastic integral.- Diffusion in regions with many small holes.- Exterior dirichlet problems and the asymptotic behavior of diffusions.- On stochastic bang-bang control.- Structure of martingales under random change of time.- On stochastic equations with unbounded coefficients for jump processes.- To the maximum principle theory for problems of control of stochastic differential equations.- Diffusion processes with singular characteristics.- Construction and properties of a class of stochastic integrals.- The asymptotic statistical problems for fields of diffusion type.- A noteon strong solutions of stochastic differential equations with random coefficients.- Non-equilibrium solutions of an infinite system of stochastic differential equations.- On conditions for uniform integrability for continuous exponential martingales.- On weak compactiness of the sets of multiparameter stochastic processes.- Limit theorems for stocha stic equations with partial derivatives.- Formula for conditional Wiener integrals.- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation.- On a dirichlet problem with random coefficients.- Stochastic spectral equations.

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Taschenbuch. Zustand: Neu. Stochastic Differential Systems | Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984 | M. Metivier (u. a.) | Taschenbuch | viii | Englisch | 1985 | Springer | EAN 9783540151760 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Stochastic Differential Systems | Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28-Sept. 2, 1978 | B. Grigelionis | Taschenbuch | ix | Englisch | 1980 | Springer | EAN 9783540104988 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.

Taschenbuch. Zustand: Neu. Stochastic Differential Systems I | Filtering and Control A Function Space Approach | A. V. Balakrishnan | Taschenbuch | vi | Englisch | Springer | EAN 9783540063032 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.