Title: Stochastic Differential Systems - Proceedings Of The 4th Bad Honnef Conference, June, 20-24, 1988 (bwb
Publisher: Springer Verlag
Publication Date: 1990
Language: English
ISBN 10: 0387512993
ISBN 13: 9780387512990
Binding: Soft cover
Condition: New

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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.

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