Stochastic differential systems: Proceedings of the IFIP-WG 7/1 working conference, Eisenach, GDR, April 6-13, 1986 (Lecture notes in control and information sciences) - Softcover

Jeff Engelbert

Softcover

ISBN 10: 0387180109 ISBN 13: 9780387180106

Publisher: Springer-Verlag, 1987

Synopsis

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. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.

Edition details

• Publisher: Springer-Verlag
• Publication date: 1987
• ISBN 10: 0387180109
• ISBN 13: 9780387180106
• Binding: Paperback
• Language: English
• Number of pages: 380