Stochastic Differential Systems

Norbert Christopeit

ISBN 10: 3540512993 / ISBN 13: 9783540512998

Published by Springer, Springer Vieweg Okt 1989, 1989

About this Item

This item is printed on demand - Print on Demand Titel. Neuware -The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 360 pp. Englisch.

Seller Inventory # 9783540512998

Bibliographic Details

• Title: Stochastic Differential Systems
• Publisher: Springer, Springer Vieweg Okt 1989
• Publication Date: 1989
• Language: English
• ISBN 10: 3540512993
• ISBN 13: 9783540512998
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 244W x 170H x 20D millimeters 244 millimeters width by 170 millimeters height by 20 millimeters depth
• Weight: 621 grams

About this title

Synopsis

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.