Stochastic Differential Systems : Filtering and Control Proceedings of the Ifip-wg 7/1 Working Conference Marseille-luminy, France, March 12-17, 1984

Metivier, M. (EDT); Pardoux, E. (EDT)

ISBN 10: 3540151761 / ISBN 13: 9783540151760

Published by Springer, 1985

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Seller Inventory # 20196891-n

Bibliographic Details

• Title: Stochastic Differential Systems : Filtering and Control Proceedings of the Ifip-wg 7/1 Working Conference Marseille-luminy, France, March 12-17, 1984
• Publisher: Springer
• Publication Date: 1985
• Language: English
• ISBN 10: 3540151761
• ISBN 13: 9783540151760
• Binding: Soft cover
• Condition: New

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Synopsis

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 conditional statistics 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.