Stochastic differential systems : proceedings of the 3rd IFIP-WG 7/1 working conference Visegrád, Hungary, Sept. 15 20, 1980
Enregistré dans:
| Collectivité auteur: | |
|---|---|
| Autres auteurs: | , , |
| Format: | Livre numérique |
| Langue: | Anglais |
| Publié: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Collection: | Lecture notes in control and information sciences
36 |
| Sujets: | |
| Accès en ligne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Actes d'une conférence tenue à Visegrád du 15 au 20 septembre 1980, 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 IFIP-WG 7/1 working conference, Visegrád, Hungary, Sept. 15-20, 1980, edited by M. Arató, D. Vermes, A.V. Balakrishnan, 1981, Berlin, Springer-Verlag, 1 vol. (XI-250 p.), Lecture notes in control and information sciences, 0-387-11038-0 • Stochastic Differential Systems, Texte imprimé, 9783662164570 |
Table des matières:
- 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 Hölder 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.