Stochastic Differential Systems
Format: Paperback
ISBN13: 9783540110385
Paperback|9783540110385
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Overview
On optimal stopping times in operating systems.- Semimartingales defined on markov processes.- The expected value of perfect information in the optimal evolution of stochastic systems.- Some problems of large deviations.- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations.- Point processes and system lifetimes.- On weak convergence of semimartingales and point processes.- Ito formula in banach spaces.- General theorems of filtering with point process observations.- Existence of partially observable stochastic optimal controls.- On the generalization of the fefferman-garsia inequality.- Some remarks on the purely nondeterministic property of second order random fields.- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE.- On the first integrals and liouville equations for diffusion processes.- An averaging method for the analysis of adaptive systems with small adjustment rate.- A-spaces associated with processes. Application to stochastic equations.- A martingale approach to first passage problems and a new condition for Wald's identity.- A taylor formula for semimartingales solving a stochastic equation.- On optimal sensor location in stochastic differential systems and in their deterministic analogues.- On first order singular bellman equation.- A limit theorem of solutions of stochastic boundary-initial-value problems.- Stochastic integration with respect to multiparameter Gaussian processes.- On L2 and non-L2 multiple stochastic integration.- Optimal stochastic control under reliability constraints.- On controlled semi-markov processes with average reward criterion.- Likelihood ratios and kalman filtering for random fields.
| ISBN-13 | 9783540110385 |
|---|---|
| ISBN-10 | 3540110380 |
| Weight | 0.92 Pounds |
| Dimensions | 6.69 x 0.59 x 9.61 In |
| List Price | $54.99 |
| Edition | 1st Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | vi, 251 pages |
| Publisher | Springer |
| Published On | 1981-10-01 |
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