Del 78 - Lecture Notes in Control and Information Sciences

Stochastic Differential Systems

Name: Stochastic Differential Systems
Price: 709 SEK
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Proceedings of the 3rd Bad Honnef Conference June 3–7, 1985

Häftad, Engelska, 1986

Av Norbert Christopeit, Kurt Helmes, Michael Kohlmann

709 kr

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Produktinformation

Utgivningsdatum1986-02-01
Mått170 x 244 x 21 mm
Vikt661 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Control and Information Sciences
Antal sidor375
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540162285

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Elektronik och kommunikationer inom Naturvetenskap och teknik

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.