Stochastic differential systems : proceedings of the IFIP-WG 7/1 working conference Eisenach, GDR, April 6 13, 1986
The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particu...
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| Weitere Verfasser: | , |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Schriftenreihe: | Lecture notes in control and information sciences
96 |
| Schlagworte: | |
| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Anmerkung: |
Actes d'une conférence tenue à Eisenach du 6 au 13 avril 1986, 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 IFIP-WG 7/1 working conference, Eisenach, GDR, April 6-13, 1986, H.J. Engelbert, W. Schmidt (eds.), Berlin, Springer-Verlag, 1987, 1 volume (XII-380 p.), Lecture notes in control and information sciences, 0-387-18010-9 • Stochastic Differential Systems, Texte imprimé, 9783662202937 |
Inhaltsangabe:
- Long-time fluctuations of weakly interacting diffusions
- An estimation problem for generalized Gaussian processes
- A critical measure-valued branching process with infinite asymptotic edensity
- On large deviations and relative entropy of Markov random fields
- Error estimates for finite-element approximation of the Zakai equation
- Semigroup properties of markov processes with a several dimensional parameter
- Large deviations of a diffusion in a bistable infinite-dimensional potential
- White noise calculus for two-parameter filtering
- Reaction-diffusion equations with white noise disturbance
- The propagation of chaos for diffusions with bad drift coefficients
- Approximation for infinite-dihensional wiener processes in separable hilbert spaces
- A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths
- On the distribution of functionals of stochastic fields
- Finite-dimensional approximation of stochastic NAVIER-STOKES-equation
- Large deviations of linear stochastic differential equations
- On the semimartingale decomposition of quasidiffusions with nonnaturale scale
- Time reversal of gap diffusions
- Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries
- On the convergence of diffusions
- Derivative free numerical methods for stochastic differential equations
- On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process
- On convergence rates of approximate solutions of stochastic equations
- On the joint distribution of the Brownian local and occupation times
- Large deviations estimates for semilinear stochastic equations
- Continuous dependence for ito equations with respect to the driftinvolving lie brackets
- A stochastic maximum principle
- Line integrals; stable spaces of martingales; compactization problems in optimal control
- Partially observable control of diffusions with correlated noise
- Some negative properties of nash-equilibrium strategies in stochastic differential games
- Finite dimensional approximation of an optimal control problem for stochastic partial differential equations
- Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition
- A problem of non-zero sum stopping game
- Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost
- A minimal fluctuation property for coin tossing and locally symmetric martingales
- The functional law of the iterated logarithm for Lévy's area process
- Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation
- Conditions for contiguity
- Stochastic calculus associated with skorohod's integral
- Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process.