Del 695 - Lecture Notes in Mathematics

Measure Theory. Applications to Stochastic Analysis

Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977

Häftad, Engelska, 1978

AvG. Kallianpur,D. Kölzow

499 kr

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Produktinformation

Utgivningsdatum1978-12-05
Mått155 x 235 x 16 mm
Vikt429 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor266
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540090984

Tillhör följande kategorier

Matematik inom Naturvetenskap och teknik

Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and Lévy's functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions.