Stochastic differential systems : proceedings of the 3rd Bad Honnef conference, June 3-7, 1985
Sparad:
| Övriga upphovsmän: | , , |
|---|---|
| Materialtyp: | Livre numérique |
| Språk: | Anglais |
| Publicerad: |
Berlin [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Serie: | Lecture notes in control and information sciences
78 |
| Ämnen: | |
| Länkar: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmärkning: |
Actes d'une conférence tenue à Bad Honnef du 3 au 7 juin 1989, d'après l écran-titre Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic differential systems, proceedings of the 3rd Bad Honnef conference, June 3-7, 1985, edited by N. Christopeit, K. Helmes, M. Kohlmann, Berlin, Springer-Verlag, 1986, 1 vol. (V-372 p.), Lecture notes in control and information sciences, 3-540-16228-3 • Stochastic Differential Systems, Texte imprimé, 9783662180204 |
Innehållsförteckning:
- Some points of interaction between stochastic analysis and quantum theory
- On a class of stochastic differential equations which do not satisfy Lipschitz conditions
- Current results and issues in stochastic control
- A method for constructing ?- optimal controls in problems with partial observation of the state
- Overload control for SPC telephone exchanges refined models and stochastic control
- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure
- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models
- A solution to the partially observed control problem of linear systems, with non-quadratic cost
- Stationary control of brownian motion in several dimensions
- Control of piecewise-deterministic processes via discrete-time dynamic programming
- Reverse time smoothing for point process observations
- A finitely additive version of Poincare's recurrence theorem
- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics
- Existence of optimal markovian controls for degenerate diffusions
- On Levy's area process
- Central limit theorems and random currents
- On girsanov solutions of infinite dimensional SDEs
- Explicit solution of a general consumption/investment problem
- Viscosity solutions in partially observed control
- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales
- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms
- Weak convergence and approximations for partial differential equations with random process coefficients
- Optimal control of reflected diffusion processes : An example of state constraints
- Asymptotic ordering of probability distributions for linear controlled systemswith quadratic cost
- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data
- Wide band limit of Lyapounov exponents
- Filtering with observations on a Riemannian symmetric space
- To the theory of the generalized diffusion
- The linear operator-valued stochastic equations
- Stochastic calculus of variations revisited
- Stability under small perturbations.