Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3 9, 1977
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 mathematics
695 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Measure theory applications to stochastic analysis, proceedings, Oberwolfach Conference, Germany, July 3-9, 1977, edited by G. Kallianpur and D. Kölzow, 1978, Berlin, Springer, 1 vol. (XII, 261 p.), Lecture notes in mathematics • Measure Theory. Applications to Stochastic Analysis, Texte imprimé, 9783662165690 |
İçindekiler:
- Arret optimal previsible
- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering
- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales
- Nonlinear semigroups in the control of partially-observable stochastic systems
- Optimal control of stochastic systems in a sphere bundle
- Optimal filtering of infinite-dimensional stationary signals
- On the theory of markovian representation
- Likelihood ratios with gauss measure noise models
- Realizing a weak solution on a probability space
- A class of measure-valued markov processes
- Diffusion operators in population genetics and convergence of Markov chains
- Equivalence problem on gaussian N-ple markov processes with multiplicity N
- Note on freidlin-wentzell type estimates for stochastic processes
- White noise and Lévy's functional analysis
- Gaussian processes: Nonlinear analysis and stochastic calculus
- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras
- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory
- On subordination of decomposable fields
- On the stability and growth of real noise parameter-excited linear systems
- On the integration of sequences of moments' equations in the stability theory of stochastic systems
- Representation theorems for operators and measures on abstract wiener spaces
- An example on tail fields
- On the construction of least favourable distributions.