Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference, Marseille-Luminy, France, March 12-17, 1984
Kaydedildi:
| Müşterek Yazar: | |
|---|---|
| Diğer Yazarlar: | , |
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Seri Bilgileri: | Lecture notes in control and information sciences
69 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Actes d'une conférence tenue à Marseille du 12 au 17 mars 1984, 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, filtering and control, proceedings of the IFIP-WG 7/1 working conference, Marseille-Luminy, France, March 12-17, 1984, edited by M. Metivier and E. Pardoux, 1985, Berlin, Springer-Verlag, 1 vol. (VIII-322 p.), Lecture notes in control and information sciences, 0-387-15176-1 • Stochastic Differential Systems, Texte imprimé, 9783662214664 |
İçindekiler:
- 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.