Stochastic Differential Systems

Norbert Christopeit

ISBN 10: 3540162283 / ISBN 13: 9783540162285

Published by Springer, Springer Vieweg Feb 1986, 1986

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 384 pp. Englisch.

Seller Inventory # 9783540162285

Bibliographic Details

• Title: Stochastic Differential Systems
• Publisher: Springer, Springer Vieweg Feb 1986
• Publication Date: 1986
• Language: English
• ISBN 10: 3540162283
• ISBN 13: 9783540162285
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 244W x 170H x 21D millimeters 244 millimeters width by 170 millimeters height by 21 millimeters depth
• Weight: 661 grams

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