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
Enregistré dans:
| 其他作者: | , |
|---|---|
| 格式: | Livre numérique |
| 语言: | Anglais |
| 出版: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| 丛编: | Lecture notes in control and information sciences
43 |
| 主题: | |
| 在线阅读: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 提示: |
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 |
书本目录:
- 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.