Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984
Language: English
Published by Springer, 1985
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
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Druck auf Anfrage Neuware - Printed after ordering - Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditionalstatistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps.…
Seller Inventory # 9783540151760
- Title
- Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984
- Author
- E. Pardoux
- Publisher
- Springer
- Publication year
- 1985
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540151761
- ISBN 13
- 9783540151760
- Item weight
- 581 grams
- Dimensions
- 244x170x19 mm
"Synopsis" may belong to another edition of this title.
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|---|---|---|
| First item | US$ 35.48 | US$ 35.48 |
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