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  • 1
    Online Resource
    Online Resource
    Stochastic Differential Systems : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986 (1987)
    Berlin [u.a.] : Springer
    Details
    UID:
    b3kat_BV041964282
    Format: 1 Online-Ressource
    ISBN: 9783540180104
    Series Statement: Lecture notes in control and information sciences 96
    Additional Edition: Erscheint auch als Druckausgabe ISBN 978-3-540-47245-2
    Language: English
    Keywords: Stochastische Differentialgleichung ; Stochastische Kontrolltheorie ; Konferenzschrift
    DOI: 10.1007/BFb0038914
    URL: Volltext
    Author information: Engelbert, Hans-Jürgen
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    Online Resource
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    EUV Frankfurt
    HTW Berlin
    TH Wildau
    BTU Cottbus
  • 2
    Online Resource
    Online Resource
    Stochastic Differential Systems : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6-13, 1986 (1987)
    Berlin : Springer
    Details
    UID:
    gbv_749092831
    Format: Online-Ressource (XII, 385 p) , digital
    Edition: Springer eBook Collection. Engineering
    ISBN: 9783540472452
    Series Statement: Lecture Notes in Control and Information Sciences 96
    Content: The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory
    Note: Literaturangaben
    Additional Edition: ISBN 9783540180104
    Additional Edition: Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1987 ISBN 3540180109
    Additional Edition: ISBN 0387180109
    Language: English
    Keywords: Konferenzschrift
    DOI: 10.1007/BFb0038914
    URL: Volltext  (lizenzpflichtig)
    URL: lizenzpflichtig
    URL: Inhaltstext
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
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    Stabi Berlin
    UB Potsdam
  • 3
    Book
    Book
    Stochastic differential systems : proceedings of the IFIP-WG 7/1 Working Conference, Eisenach, GDR, Apr. 6 - 13, 1986 (1987)
    Berlin [u.a.] :Springer,
    Details
    UID:
    almafu_BV000671560
    Format: XII, 380 S.
    ISBN: 3-540-18010-9 , 0-387-18010-9
    Series Statement: Lecture notes in control and information sciences 96
    Language: English
    Subjects: Mathematics
    RVK:
    SD 1986
    RVK:
    SI 845
    Keywords: Stochastische Differentialgleichung ; Stochastische Kontrolltheorie ; Konferenzschrift ; Konferenzschrift
    Author information: Engelbert, Hans-Jürgen
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    FU Berlin get availability status
    TU Berlin get availability status
  • 4
    Online Resource
    Online Resource
    Stochastic Differential Systems : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986 (1987)
    Berlin, Heidelberg :Springer Berlin Heidelberg :
    Details
    UID:
    edocfu_9959186311902883
    Format: 1 online resource (XII, 385 p. 3 illus.)
    Edition: 1st ed. 1987.
    Edition: Online edition Springer Lecture Notes Archive ; 041142-5
    ISBN: 3-540-47245-2
    Series Statement: Lecture Notes in Control and Information Sciences, 96
    Content: The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.
    Note: Bibliographic Level Mode of Issuance: Monograph , Long-time fluctuations of weakly interacting diffusions -- An estimation problem for generalized Gaussian processes -- A critical measure-valued branching process with infinite asymptotic edensity -- On large deviations and relative entropy of Markov random fields -- Error estimates for finite-element approximation of the Zakai equation -- Semigroup properties of markov processes with a several dimensional parameter -- Large deviations of a diffusion in a bistable infinite-dimensional potential -- White noise calculus for two-parameter filtering -- Reaction-diffusion equations with white noise disturbance -- The propagation of chaos for diffusions with bad drift coefficients -- Approximation for infinite-dihensional wiener processes in separable hilbert spaces -- A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths -- On the distribution of functionals of stochastic fields -- Finite-dimensional approximation of stochastic NAVIER-STOKES-equation -- Large deviations of linear stochastic differential equations -- On the semimartingale decomposition of quasidiffusions with nonnaturale scale -- Time reversal of gap diffusions -- Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries -- On the convergence of diffusions -- Derivative free numerical methods for stochastic differential equations -- On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process -- On convergence rates of approximate solutions of stochastic equations -- On the joint distribution of the Brownian local and occupation times -- Large deviations estimates for semilinear stochastic equations -- Continuous dependence for ito equations with respect to the drift involving lie brackets -- A stochastic maximum principle -- Line integrals; stable spaces of martingales; compactization problems in optimal control -- Partially observable control of diffusions with correlated noise -- Some negative properties of nash-equilibrium strategies in stochastic differential games -- Finite dimensional approximation of an optimal control problem for stochastic partial differential equations -- Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition -- A problem of non-zero sum stopping game -- Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost -- A minimal fluctuation property for coin tossing and locally symmetric martingales -- The functional law of the iterated logarithm for Lévy's area process -- Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation -- Conditions for contiguity -- Stochastic calculus associated with skorohod's integral -- Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process. , English
    In: Springer eBooks
    Additional Edition: ISBN 3-540-18010-9
    Language: English
    DOI: 10.1007/BFb0038914
    URL: http://dx.doi.org/10.1007/BFb0038914
    Library Location Call Number Volume/Issue/Year Availability
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    FU Berlin
  • 5
    Online Resource
    Online Resource
    Stochastic Differential Systems : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986 (1987)
    Berlin, Heidelberg :Springer Berlin Heidelberg :
    Details
    UID:
    edoccha_9959186311902883
    Format: 1 online resource (XII, 385 p. 3 illus.)
    Edition: 1st ed. 1987.
    Edition: Online edition Springer Lecture Notes Archive ; 041142-5
    ISBN: 3-540-47245-2
    Series Statement: Lecture Notes in Control and Information Sciences, 96
    Content: The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.
    Note: Bibliographic Level Mode of Issuance: Monograph , Long-time fluctuations of weakly interacting diffusions -- An estimation problem for generalized Gaussian processes -- A critical measure-valued branching process with infinite asymptotic edensity -- On large deviations and relative entropy of Markov random fields -- Error estimates for finite-element approximation of the Zakai equation -- Semigroup properties of markov processes with a several dimensional parameter -- Large deviations of a diffusion in a bistable infinite-dimensional potential -- White noise calculus for two-parameter filtering -- Reaction-diffusion equations with white noise disturbance -- The propagation of chaos for diffusions with bad drift coefficients -- Approximation for infinite-dihensional wiener processes in separable hilbert spaces -- A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths -- On the distribution of functionals of stochastic fields -- Finite-dimensional approximation of stochastic NAVIER-STOKES-equation -- Large deviations of linear stochastic differential equations -- On the semimartingale decomposition of quasidiffusions with nonnaturale scale -- Time reversal of gap diffusions -- Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries -- On the convergence of diffusions -- Derivative free numerical methods for stochastic differential equations -- On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process -- On convergence rates of approximate solutions of stochastic equations -- On the joint distribution of the Brownian local and occupation times -- Large deviations estimates for semilinear stochastic equations -- Continuous dependence for ito equations with respect to the drift involving lie brackets -- A stochastic maximum principle -- Line integrals; stable spaces of martingales; compactization problems in optimal control -- Partially observable control of diffusions with correlated noise -- Some negative properties of nash-equilibrium strategies in stochastic differential games -- Finite dimensional approximation of an optimal control problem for stochastic partial differential equations -- Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition -- A problem of non-zero sum stopping game -- Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost -- A minimal fluctuation property for coin tossing and locally symmetric martingales -- The functional law of the iterated logarithm for Lévy's area process -- Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation -- Conditions for contiguity -- Stochastic calculus associated with skorohod's integral -- Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process. , English
    In: Springer eBooks
    Additional Edition: ISBN 3-540-18010-9
    Language: English
    DOI: 10.1007/BFb0038914
    URL: http://dx.doi.org/10.1007/BFb0038914
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Open Access Request
    Charité
  • 6
    Book
    Book
    Stochastic differential systems : proceedings IFIP-WG 7/1 working conference ; Eisenach, GDR, April 6 - 13, 1986 (1987)
    Berlin [u.a.] : Springer
    Details
    UID:
    gbv_040299341
    Format: XII, 380 S , graph. Darst
    ISBN: 3540180109 , 0387180109
    Series Statement: Lecture notes in control and information sciences 96
    Additional Edition: Online-Ausg. Engelbert, Hans Jürgen Stochastic Differential Systems Berlin : Springer, 1987 ISBN 9783540472452
    Language: English
    Keywords: Konferenzschrift
    URL: Inhaltstext
    Author information: Engelbert, Hans-Jürgen
    Library Location Call Number Volume/Issue/Year Availability
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    Book
    Stabi Berlin get availability status
  • 7
    Online Resource
    Online Resource
    Stochastic Differential Systems : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986 (1987)
    Berlin, Heidelberg :Springer Berlin Heidelberg :
    Details
    UID:
    almafu_9959186311902883
    Format: 1 online resource (XII, 385 p. 3 illus.)
    Edition: 1st ed. 1987.
    Edition: Online edition Springer Lecture Notes Archive ; 041142-5
    ISBN: 3-540-47245-2
    Series Statement: Lecture Notes in Control and Information Sciences, 96
    Content: The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.
    Note: Bibliographic Level Mode of Issuance: Monograph , Long-time fluctuations of weakly interacting diffusions -- An estimation problem for generalized Gaussian processes -- A critical measure-valued branching process with infinite asymptotic edensity -- On large deviations and relative entropy of Markov random fields -- Error estimates for finite-element approximation of the Zakai equation -- Semigroup properties of markov processes with a several dimensional parameter -- Large deviations of a diffusion in a bistable infinite-dimensional potential -- White noise calculus for two-parameter filtering -- Reaction-diffusion equations with white noise disturbance -- The propagation of chaos for diffusions with bad drift coefficients -- Approximation for infinite-dihensional wiener processes in separable hilbert spaces -- A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths -- On the distribution of functionals of stochastic fields -- Finite-dimensional approximation of stochastic NAVIER-STOKES-equation -- Large deviations of linear stochastic differential equations -- On the semimartingale decomposition of quasidiffusions with nonnaturale scale -- Time reversal of gap diffusions -- Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries -- On the convergence of diffusions -- Derivative free numerical methods for stochastic differential equations -- On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process -- On convergence rates of approximate solutions of stochastic equations -- On the joint distribution of the Brownian local and occupation times -- Large deviations estimates for semilinear stochastic equations -- Continuous dependence for ito equations with respect to the drift involving lie brackets -- A stochastic maximum principle -- Line integrals; stable spaces of martingales; compactization problems in optimal control -- Partially observable control of diffusions with correlated noise -- Some negative properties of nash-equilibrium strategies in stochastic differential games -- Finite dimensional approximation of an optimal control problem for stochastic partial differential equations -- Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition -- A problem of non-zero sum stopping game -- Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost -- A minimal fluctuation property for coin tossing and locally symmetric martingales -- The functional law of the iterated logarithm for Lévy's area process -- Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation -- Conditions for contiguity -- Stochastic calculus associated with skorohod's integral -- Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process. , English
    In: Springer eBooks
    Additional Edition: ISBN 3-540-18010-9
    Language: English
    DOI: 10.1007/BFb0038914
    URL: http://dx.doi.org/10.1007/BFb0038914
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    Open Access Request
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