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Stochastic Differential Systems

  • Kartonierter Einband
  • 260 Seiten
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Inhalt On optimal stopping times in operating systems.- Semimartingales defined on markov processes.- The expected value of perfec... Weiterlesen
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Beschreibung

Inhalt

On optimal stopping times in operating systems.- Semimartingales defined on markov processes.- The expected value of perfect information in the optimal evolution of stochastic systems.- Some problems of large deviations.- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations.- Point processes and system lifetimes.- On weak convergence of semimartingales and point processes.- Ito formula in banach spaces.- General theorems of filtering with point process observations.- Existence of partially observable stochastic optimal controls.- On the generalization of the fefferman-garsia inequality.- Some remarks on the purely nondeterministic property of second order random fields.- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE.- On the first integrals and liouville equations for diffusion processes.- An averaging method for the analysis of adaptive systems with small adjustment rate.- A-spaces associated with processes. Application to stochastic equations.- A martingale approach to first passage problems and a new condition for Wald's identity.- A taylor formula for semimartingales solving a stochastic equation.- On optimal sensor location in stochastic differential systems and in their deterministic analogues.- On first order singular bellman equation.- A limit theorem of solutions of stochastic boundary-initial-value problems.- Stochastic integration with respect to multiparameter Gaussian processes.- On L2 and non-L2 multiple stochastic integration.- Optimal stochastic control under reliability constraints.- On controlled semi-markov processes with average reward criterion.- Likelihood ratios and kalman filtering for random fields.

Produktinformationen

Titel: Stochastic Differential Systems
Untertitel: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15-20, 1980
Editor:
EAN: 9783540110385
ISBN: 3540110380
Format: Kartonierter Einband
Herausgeber: Springer Berlin Heidelberg
Genre: Mathematik
Anzahl Seiten: 260
Gewicht: 455g
Größe: H244mm x B170mm x T14mm
Jahr: 1981

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