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Stochastic Differential Systems: Proceedings of the 3rd Bad Honnef Conference Ju

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Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
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
Author
N. Christopeit
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

Author
N. Christopeit
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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Premier Books LLC
David Taylor
26C Trolley Sq
19806-3356 Wilmington, DE
United States
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