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Stochastic Differential Systems: Proceedings of the 2nd Bad Honnef Conference of
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eBay item number:386686470482
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
- 9783540120612
- Book Title
- Stochastic Differential Systems
- ISBN
- 9783540120612
- Subject Area
- Technology & Engineering, Science, Mathematics
- Publication Name
- 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
- Item Length
- 9.6 in
- Publisher
- Springer Berlin / Heidelberg
- Subject
- System Theory, Electrical, Optimization
- Series
- Lecture Notes in Control and Information Sciences Ser.
- Publication Year
- 1982
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Width
- 6.7 in
- Item Weight
- 24 Oz
- Number of Pages
- Xii, 381 Pages
About this product
Product Identifiers
Publisher
Springer Berlin / Heidelberg
ISBN-10
3540120610
ISBN-13
9783540120612
eBay Product ID (ePID)
175858322
Product Key Features
Publication Name
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
Format
Trade Paperback
Language
English
Subject
System Theory, Electrical, Optimization
Series
Lecture Notes in Control and Information Sciences Ser.
Publication Year
1982
Type
Textbook
Subject Area
Technology & Engineering, Science, Mathematics
Number of Pages
Xii, 381 Pages
Dimensions
Item Length
9.6 in
Item Width
6.7 in
Item Weight
24 Oz
Additional Product Features
Intended Audience
Scholarly & Professional
Series Volume Number
43
Number of Volumes
1 Vol.
Lc Classification Number
Tj212-225
Table of Content
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.
Copyright Date
1982
Illustrated
Yes
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