Stochastic differential systems : proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 July 2, 1982
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| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Edice: | Lecture notes in control and information sciences
43 |
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Actes d'une conférence tenue à Bad Honnef du 28 juin au 2 juillet 1982, 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, Texte imprimé, 9783540120612 • Stochastic Differential Systems, Texte imprimé, 9783662174661 |
| LEADER | 04631nam a22004457a 4500 | ||
|---|---|---|---|
| 001 | 971705 | ||
| 008 | 110927q2000 xxe ||| |||| 00| 0 eng d | ||
| 009 | PPN155211498 | ||
| 020 | |a 9783540395188 (PDF) | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.2 | ||
| 082 | |a 620 | ||
| 245 | 0 | 0 | |a Stochastic differential systems : |b proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 July 2, 1982 |c edited by M. Kohlmann, N. Christopeit. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in control and information sciences |v 43 |x 1610-7411 | |
| 500 | |a Actes d'une conférence tenue à Bad Honnef du 28 juin au 2 juillet 1982, d'après l écran-titre | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Radon-Nikodym derivatives in case of rational spectral densities -- Differentiation of measures related to stochastic processes -- Dynkin games -- An introduction to the stochastic calculus of variations -- On one-dimensional Markov SDEs -- Some problems in sequential analysis -- A stochastic differential equation for Feller's one-dimensional diffusions -- A result of the iterated logarithm type for a certain class of stochastic processes -- Approximation of large deviations estimates and escape times and applications to systems with small noise effects -- On strong solutions of stohastic equations with respect to semimartingales -- Inverse problems in stochastic Riemannian geometry -- Some results on likelihood ratios for two-parameter processes -- Controllability of stochastic systems -- Solving the Zakai equation by ito's Method -- Simple and efficient linear and nonlinear filters by regular perturbation methods -- The non linear filtering equations -- On robust approximations in nonlinear filtering -- Smoothing of a diffusion process conditionned at final time -- First passage times in stochastic models of physical systems and in filtering theory -- Adaptive stochastic filtering problems The continuous time case -- Between the chapters: An editor's note -- On perturbation methods in stochastic control -- A control problem in a manifold with nonsmooth boundary -- Some recent results on the control of partially observable stochastic systems -- Optimal controls for partially observed stochastic systems using nonstandard analysis -- Stochastic control with tracking of exogenous parameters -- Nisio semi-group associated to the control of Markov processes -- Optimal control of partially observed diffusions via the separation principle -- A class of singular stochastic control problems -- Surl'arret optimal de processus a deux indices reels -- Duality theory for some stochastic control models -- On the control of jump processes -- A partially observed inventory problem -- On impulsive control with long run average cost criterion -- Separation theorem for optimal impulse control with discontinuous observations -- Optimal control based on observations on the boundary. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 650 | |a Filtres (mathématiques) | ||
| 650 | |a Théorie de la commande | ||
| 650 | |a Équations différentielles stochastiques | ||
| 650 | |a Chimiométrie | ||
| 650 | |a Ingénierie | ||
| 650 | |a Calcul des variations | ||
| 650 | |a Intelligence computationnelle | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Kohlmann, Michael, |d 1947- |4 pbd | |
| 700 | 1 | |a Christopeit, Norbert. |4 pbd | |
| 776 | 0 | |t Stochastic Differential Systems |b Texte imprimé |z 9783540120612 | |
| 776 | 0 | |t Stochastic Differential Systems |b Texte imprimé |z 9783662174661 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/BFb0044282 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-SLKCJDFM-Q |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:75064964X |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0044282 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:754000184 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0044282 |z Accès INSA CVL | |
| 997 | |0 971705 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||