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Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference Ju
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Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- ISBN-13
- 9783540162285
- Book Title
- Stochastic Differential Systems
- ISBN
- 9783540162285
- Subject Area
- Technology & Engineering, Mathematics
- Publication Name
- Stochastic Differential Systems : Proceedings of the 3rd Bad Honnef Conference June 3-7 1985
- Item Length
- 9.6 in
- Publisher
- Springer Berlin / Heidelberg
- Subject
- Differential Equations / General, Probability & Statistics / Stochastic Processes, Electrical
- Series
- Lecture Notes in Control and Information Sciences Ser.
- Publication Year
- 1986
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Width
- 6.7 in
- Item Weight
- 23.3 Oz
- Number of Pages
- V, 375 Pages
About this product
Product Identifiers
Publisher
Springer Berlin / Heidelberg
ISBN-10
3540162283
ISBN-13
9783540162285
eBay Product ID (ePID)
175742257
Product Key Features
Publication Name
Stochastic Differential Systems : Proceedings of the 3rd Bad Honnef Conference June 3-7 1985
Format
Trade Paperback
Language
English
Subject
Differential Equations / General, Probability & Statistics / Stochastic Processes, Electrical
Series
Lecture Notes in Control and Information Sciences Ser.
Publication Year
1986
Type
Textbook
Subject Area
Technology & Engineering, Mathematics
Number of Pages
V, 375 Pages
Dimensions
Item Length
9.6 in
Item Width
6.7 in
Item Weight
23.3 Oz
Additional Product Features
Intended Audience
Scholarly & Professional
Series Volume Number
78
Number of Volumes
1 Vol.
Lc Classification Number
Tj212-225
Table of Content
Some points of interaction between stochastic analysis and quantum theory.- On a class of stochastic differential equations which do not satisfy Lipschitz conditions.- Current results and issues in stochastic control.- A method for constructing ?- optimal controls in problems with partial observation of the state.- Overload control for SPC telephone exchanges -- refined models and stochastic control.- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure.- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models.- A solution to the partially observed control problem of linear systems, with non-quadratic cost.- Stationary control of brownian motion in several dimensions.- Control of piecewise-deterministic processes via discrete-time dynamic programming.- Reverse time smoothing for point process observations.- A finitely additive version of Poincare's recurrence theorem.- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics.- Existence of optimal markovian controls for degenerate diffusions.- On Levy's area process.- Central limit theorems and random currents.- On girsanov solutions of infinite dimensional SDEs.- Explicit solution of a general consumption/investment problem.- Viscosity solutions in partially observed control.- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales.- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms.- Weak convergence and approximations for partial differential equations with random process coefficients.- Optimal control of reflected diffusion processes : An example of state constraints.- Asymptotic ordering of probability distributions for linear controlled systemswith quadratic cost.- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data.- Wide band limit of Lyapounov exponents.- Filtering with observations on a Riemannian symmetric space.- To the theory of the generalized diffusion.- The linear operator-valued stochastic equations.- Stochastic calculus of variations revisited.- Stability under small perturbations.
Copyright Date
1986
Dewey Decimal
003
Dewey Edition
19
Illustrated
Yes
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