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Stochastic Differential Systems: Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, ... in Control and Information Sciences, 25) - Softcover
- PublisherSpringer
- Publication date1980
- ISBN 10 3540104984
- ISBN 13 9783540104988
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages376
- EditorGrigelionis B.
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Stochastic Differential Systems: Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28?Sept. 2, ... in Control and Information Sciences, 25)
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Stochastic Differential Systems: Filtering And Control. Proceedings Of The Ifip-Wg 7/1 Working Conference Vilnius, Lithuania, USSR, August 28 - Sept. 2, 1978.
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Berlin, Heidelberg: Springer-Verlag, 1980
ISBN 10: 3540104984
ISBN 13: 9783540104988
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Broschiert
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Broschiert. Lecture Notes in Control and Information Sciences, Band 25. Zust: Gutes Exemplar. IX, 363 Seiten, Englisch 586g. Seller Inventory # 493791
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Stochastic Differential Systems: Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28?Sept. 2, ... in Control and Information Sciences, 25)
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Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28¿Sept. 2, 1978
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Springer Berlin Heidelberg, 1980
ISBN 10: 3540104984
ISBN 13: 9783540104988
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - InhaltsangabeSome estimation problems for stochastic differential equations.- Applications of stochastic differential equations to the description of turbulent equations.- On semimartingales with values in Euclidean halfspaces.- Multiplicative operator functional of markov processes and their applications.- On the predictable jumps of martingales.- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure.- On bellman equation for controlled degenerate general stochastic processes.- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process.- On the semigroup theory of stochastic control.- Stationary solutions of the stochastic Navier-Stokes equations.- On absolute continuity of probability measures for markov-itô processes.- Representations of Gaussian random fields.- Continuous additive & -processes.- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process.- The maximum rate of convergence of discrete approximations for stochastic differential equations.- Approximation of itô integral equations.- A probabilistic approach to the representation problem of martingales as stochastic integral.- Diffusion in regions with many small holes.- Exterior dirichlet problems and the asymptotic behavior of diffusions.- On stochastic bang-bang control.- Structure of martingales under random change of time.- On stochastic equations with unbounded coefficients for jump processes.- To the maximum principle theory for problems of control of stochastic differential equations.- Diffusion processes with singular characteristics.- Construction and properties of a class of stochastic integrals.- The asymptotic statistical problems for fields of diffusion type.- A note on strong solutions of stochastic differential equations with random coefficients.- Non-equilibrium solutions of an infinite system of stochastic differential equations.- On conditions for uniform integrability for continuous exponential martingales.- On weak compactiness of the sets of multiparameter stochastic processes.- Limit theorems for stocha stic equations with partial derivatives.- Formula for conditional Wiener integrals.- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation.- On a dirichlet problem with random coefficients.- Stochastic spectral equations. Seller Inventory # 9783540104988
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Stochastic Differential Systems
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Stochastic Differential Systems: Filtering and Control /Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, August 28 - . Notes in Control and Information Sciences)
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Paperback. Condition: Brand New. spiral-bound edition. 376 pages. 9.61x6.70x0.86 inches. In Stock. Seller Inventory # x-3540104984
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Stochastic Differential Systems
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Stochastic Differential Systems
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Springer Berlin Heidelberg, 1980
ISBN 10: 3540104984
ISBN 13: 9783540104988
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Some estimation problems for stochastic differential equations.- Applications of stochastic differential equations to the description of turbulent equations.- On semimartingales with values in Euclidean halfspaces.- Multiplicative operator functional of mar. Seller Inventory # 4880970
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Stochastic Differential Systems
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Springer Berlin Heidelberg Dez 1980, 1980
ISBN 10: 3540104984
ISBN 13: 9783540104988
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -InhaltsangabeSome estimation problems for stochastic differential equations.- Applications of stochastic differential equations to the description of turbulent equations.- On semimartingales with values in Euclidean halfspaces.- Multiplicative operator functional of markov processes and their applications.- On the predictable jumps of martingales.- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure.- On bellman equation for controlled degenerate general stochastic processes.- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process.- On the semigroup theory of stochastic control.- Stationary solutions of the stochastic Navier-Stokes equations.- On absolute continuity of probability measures for markov-itô processes.- Representations of Gaussian random fields.- Continuous additive & -processes.- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process.- The maximum rate of convergence of discrete approximations for stochastic differential equations.- Approximation of itô integral equations.- A probabilistic approach to the representation problem of martingales as stochastic integral.- Diffusion in regions with many small holes.- Exterior dirichlet problems and the asymptotic behavior of diffusions.- On stochastic bang-bang control.- Structure of martingales under random change of time.- On stochastic equations with unbounded coefficients for jump processes.- To the maximum principle theory for problems of control of stochastic differential equations.- Diffusion processes with singular characteristics.- Construction and properties of a class of stochastic integrals.- The asymptotic statistical problems for fields of diffusion type.- A note on strong solutions of stochastic differential equations with random coefficients.- Non-equilibrium solutions of an infinite system of stochastic differential equations.- On conditions for uniform integrability for continuous exponential martingales.- On weak compactiness of the sets of multiparameter stochastic processes.- Limit theorems for stocha stic equations with partial derivatives.- Formula for conditional Wiener integrals.- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation.- On a dirichlet problem with random coefficients.- Stochastic spectral equations. 380 pp. Englisch. Seller Inventory # 9783540104988
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Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28-Sept. 2, 1
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